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~language:"eng"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~type:"article"
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Aktienmarkt
Estimation
194
Schätzung
194
Volatility
68
Volatilität
68
Forecasting model
66
Prognoseverfahren
66
Capital income
60
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60
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Balcilar, Mehmet
Gupta, Rangan
Zaremba, Adam
26
Tiwari, Aviral Kumar
18
Wohar, Mark E.
17
Gil-Alaña, Luis A.
16
Sehgal, Sanjay
16
Chiang, Thomas C.
14
Ma, Feng
14
McMillan, David G.
13
Narayan, Paresh Kumar
13
Yoon, Seong-min
13
Bouri, Elie
12
Caporale, Guglielmo Maria
12
Mensi, Walid
12
Pierdzioch, Christian
12
Xuan Vinh Vo
12
Zhang, Yaojie
12
Kang, Sang Hoon
11
Brooks, Robert
10
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Salisu, Afees A.
10
Wong, Wing Keung
10
Arouri, Mohamed
9
Cakici, Nusret
9
Ferreira, Paulo
9
Narayan, Seema
9
Shahzad, Syed Jawad Hussain
9
Bekiros, Stelios
8
Guesmi, Khaled
8
Jawadi, Fredj
8
Nguyen, Duc Khuong
8
Umar, Zaghum
8
Ur Rehman, Mobeen
8
Aslanidis, Nektarios
7
Gurgul, Henryk
7
Hamori, Shigeyuki
7
Lee, Chien-chiang
7
Li, Bin
7
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The North American journal of economics and finance : a journal of financial economics studies
5
Energy economics
4
Research in international business and finance
4
Applied economics
2
Economic modelling
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
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1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
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1
Pacific-Basin finance journal
1
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1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance
1
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ECONIS (ZBW)
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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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
4
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:
5
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
6
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
7
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
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 stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
10
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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