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~language:"eng"
~language:"nld"
~language:"pol"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Stock market"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Textbook"
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Einheitswurzeltest
Großbritannien
Stock market
Volatility
Forecasting model
336
Prognoseverfahren
336
Volatilität
295
Estimation
268
Schätzung
268
Börsenkurs
205
Share price
205
USA
189
United States
189
Capital income
188
Kapitaleinkommen
188
Aktienmarkt
159
Welt
145
World
145
Risiko
136
Risk
136
Theorie
130
Theory
130
ARCH model
125
ARCH-Modell
125
Time series analysis
115
Zeitreihenanalyse
115
Oil price
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113
South Africa
106
Südafrika
106
VAR model
90
VAR-Modell
90
Immobilienpreis
89
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89
Causality analysis
76
Kausalanalyse
76
Inflation
70
Schock
69
Shock
69
Monetary policy
66
Geldpolitik
65
Forecast
63
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270
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84
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Article
301
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Amtliche Publikation
Article in journal
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Graue Literatur
No longer published / No longer aquired
Textbook
Aufsatz in Zeitschrift
301
Arbeitspapier
73
Non-commercial literature
73
Working Paper
73
Aufsatz im Buch
2
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2
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1
Konferenzbeitrag
1
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Gupta, Rangan
Ma, Feng
Caporale, Guglielmo Maria
279
McAleer, Michael
267
Gil-Alaña, Luis A.
231
Machin, Stephen
201
Blundell, Richard W.
156
Bryson, Alex
151
Van Reenen, John
133
Propper, Carol
120
Bouri, Elie
116
Jenkins, Stephen
116
Tiwari, Aviral Kumar
110
Bahmani-Oskooee, Mohsen
109
Narayan, Paresh Kumar
108
Chang, Tsangyao
106
Hammoudeh, Shawkat
105
Crafts, Nicholas
104
Bollerslev, Tim
101
Pierdzioch, Christian
98
Griffith, Rachel
96
Wohar, Mark E.
96
Chang, Chia-Lin
93
McMillan, David G.
92
Andersen, Torben
90
Minford, Patrick
90
Pesaran, M. Hashem
89
Phillips, Peter C. B.
88
Taylor, Mark P.
88
Bloom, Nicholas
86
Burgess, Simon M.
86
Disney, Richard
85
Taylor, Robert
85
Walker, Ian
85
Banks, James
83
Booth, Alison L.
83
Spagnolo, Nicola
83
Brown, Sarah
81
Emmerson, Carl
81
Haskel, Jonathan
81
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Department of Economics working paper series
54
Energy economics
32
The North American journal of economics and finance : a journal of financial economics studies
19
International review of economics & finance : IREF
17
Applied economics
16
Finance research letters
15
International review of financial analysis
14
Economic modelling
11
International journal of finance & economics : IJFE
11
Applied economics letters
10
Research in international business and finance
10
Journal of forecasting
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Working papers / University of Connecticut, Department of Economics
7
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of forecasting
5
Journal of multinational financial management
5
The European journal of finance
5
Financial innovation : FIN
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finmap working paper
3
Journal of economic studies
3
Journal of international financial markets, institutions & money
3
Structural change and economic dynamics : SC+ED
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
China finance review international
2
Economics and Business Letters : EBL
2
Economics, management and financial markets
2
Global Research Unit working paper
2
Global finance journal
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
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ECONIS (ZBW)
374
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374
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
4
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
5
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
6
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
7
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
8
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
9
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
10
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
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