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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Gupta, Rangan"
~person:"Wohar, Mark E."
~subject:"Börsenkurs"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Börsenkurs
Entwicklungsländer
Kapitaleinkommen
Estimation
228
Schätzung
228
Forecasting model
214
Prognoseverfahren
214
Volatility
179
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179
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175
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175
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149
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148
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108
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Gupta, Rangan
Wohar, Mark E.
Zaremba, Adam
105
Narayan, Paresh Kumar
95
Gnangnon, Sèna Kimm
90
McMillan, David G.
87
Faff, Robert W.
68
Ma, Feng
67
Ryu, Doojin
63
Tiwari, Aviral Kumar
63
Bouri, Elie
62
Nunnenkamp, Peter
61
Hammoudeh, Shawkat
60
Madura, Jeff
59
Caporale, Guglielmo Maria
57
Zhang, Wei
56
Gil-Alaña, Luis A.
55
Pierdzioch, Christian
54
Brooks, Robert
53
Hassan, M. Kabir
52
Xuan Vinh Vo
50
Apergēs, Nikolaos
49
Bahmani-Oskooee, Mohsen
48
Lee, Chien-chiang
48
Demirer, Rıza
47
Subrahmanyam, Avanidhar
47
Xiong, Xiong
47
Cakici, Nusret
46
Chiang, Thomas C.
46
Nguyen, Duc Khuong
46
Chan, Kam C.
45
Bali, Turan G.
44
Lien, Da-hsiang Donald
44
Timmermann, Allan
44
Titman, Sheridan
44
Wang, Yudong
43
Sehgal, Sanjay
42
Wong, Wing Keung
41
Kutan, Ali Mustafa
39
Lee, Bong-soo
39
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Finance research letters
18
The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
12
Energy economics
10
Applied economics
8
Research in international business and finance
8
The European journal of finance
8
Applied financial economics
7
International journal of finance & economics : IJFE
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International review of financial analysis
6
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5
Journal of forecasting
5
Journal of international financial markets, institutions & money
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of forecasting
4
Journal of multinational financial management
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Economic systems
3
Economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of economics and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of real estate finance and economics
3
Defence and peace economics
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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2
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2
Journal of empirical finance
2
Journal of financial markets
2
Open economies review
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Public finance review : PFR
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Structural change and economic dynamics : SC+ED
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The financial review : the official publication of the Eastern Finance Association
2
Applied econometrics and international development
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ECONIS (ZBW)
221
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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
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:
3
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
4
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
5
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
8
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
9
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
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