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~language:"eng"
~language:"slv"
~person:"Caporale, Guglielmo Maria"
~person:"Flaschel, Peter"
~person:"Frey, Bruno S."
~person:"Gupta, Rangan"
~subject:"Share price"
~subject:"Time series analysis"
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Share price
Time series analysis
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138
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132
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100
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100
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93
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73
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73
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Caporale, Guglielmo Maria
Flaschel, Peter
Frey, Bruno S.
Gupta, Rangan
Gil-Alaña, Luis A.
50
McAleer, Michael
36
Allen, David E.
19
Stulz, René M.
18
Härdle, Wolfgang
17
Weber, Enzo
16
Croux, Christophe
15
Franses, Philip Hans
15
Liljeblom, Eva
14
Pierdzioch, Christian
14
Teräsvirta, Timo
14
Reichlin, Lucrezia
13
Dijk, Dick van
12
Dijk, Herman K. van
11
Kontonikas, Alexandros
11
Phillips, Peter C. B.
11
Berglund, Tom
10
Chang, Chia-Lin
10
Döpke, Jörg
10
Kang, Wensheng
10
Lee, Jung Wan
10
Nelson, Daniel B.
10
Ravazzolo, Francesco
10
Canova, Fabio
9
Guo, Hui
9
Hou, Kewei
9
Koop, Gary
9
Koopman, Siem Jan
9
Nielsen, Morten Ørregaard
9
Piger, Jeremy Max
9
Vespignani, Joaquin
9
Bauwens, Luc
8
Benati, Luca
8
Billio, Monica
8
Caporin, Massimiliano
8
Cuñado Eizaguirre, Juncal
8
Gschwandtner, Adelina
8
Hautsch, Nikolaus
8
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
79
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1
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79
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1
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:
2
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
3
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:
4
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
5
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
6
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:
7
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
8
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
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