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~language:"eng"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Börsenkurs"
~subject:"South Africa"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Börsenkurs
South Africa
Volatilität
Estimation
295
Schätzung
295
Forecasting model
273
Prognoseverfahren
273
Volatility
261
Share price
222
USA
217
United States
217
Theorie
200
Theory
200
Capital income
171
Kapitaleinkommen
171
Aktienmarkt
134
Stock market
134
Risiko
133
Risk
133
Time series analysis
124
Zeitreihenanalyse
124
Welt
122
World
122
Südafrika
107
Immobilienpreis
92
Real estate price
92
VAR model
91
VAR-Modell
91
ARCH model
82
ARCH-Modell
82
Causality analysis
74
Kausalanalyse
74
Oil price
73
Ölpreis
73
Inflation
69
Monetary policy
64
Schock
64
Shock
64
Geldpolitik
63
Cointegration
60
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Undetermined
206
Free
136
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Article
314
Book / Working Paper
133
Type of publication (narrower categories)
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Arbeitspapier
Article in journal
Conference proceedings
Aufsatz in Zeitschrift
316
Working Paper
156
Graue Literatur
130
Non-commercial literature
130
Aufsatz im Buch
6
Book section
6
Hochschulschrift
3
Thesis
3
Case study
1
Collection of articles written by one author
1
Conference paper
1
Fallstudie
1
Konferenzbeitrag
1
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1
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1
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1
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Language
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English
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Gupta, Rangan
Hautsch, Nikolaus
McAleer, Michael
260
Caporale, Guglielmo Maria
229
Gil-Alaña, Luis A.
120
Pierdzioch, Christian
118
Bouri, Elie
112
Bollerslev, Tim
109
Ma, Feng
104
Tiwari, Aviral Kumar
97
Hammoudeh, Shawkat
96
McMillan, David G.
96
Chang, Chia-Lin
91
Wohar, Mark E.
90
Narayan, Paresh Kumar
89
Andersen, Torben
88
Härdle, Wolfgang
81
Bahmani-Oskooee, Mohsen
78
Spagnolo, Nicola
77
Balcilar, Mehmet
75
Allen, David E.
73
Stulz, René M.
72
Bhorat, Haroon
71
Plastun, Alex
69
Zaremba, Adam
69
Lux, Thomas
67
Ryu, Doojin
67
Salisu, Afees A.
66
Bohl, Martin T.
64
Xuan Vinh Vo
64
Diebold, Francis X.
62
Engle, Robert F.
62
Mensi, Walid
61
Kang, Sang Hoon
60
Lucey, Brian M.
60
Koopman, Siem Jan
59
Faff, Robert W.
58
Fedderke, Johannes W.
58
Bekaert, Geert
57
Apergēs, Nikolaos
56
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Department of Economics working paper series
60
The North American journal of economics and finance : a journal of financial economics studies
20
Energy economics
19
SFB 649 discussion paper
17
CFS working paper series
16
Finance research letters
13
Applied economics
12
Research in international business and finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economic modelling
8
International review of economics & finance : IREF
8
The South African journal of economics
8
Working papers / University of Connecticut, Department of Economics
8
Journal of forecasting
7
Applied economics letters
6
Journal of real estate literature : a publication of the American Real Estate Society
6
Economics letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The European journal of finance
5
The journal of developing areas
5
Defence and peace economics
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
International review of financial analysis
4
Journal of economics and finance
4
Journal of international financial markets, institutions & money
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Working paper / Centre for Financial Research
4
Annals of financial economics
3
Applied econometrics and international development
3
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic systems
3
Economics and Business Letters : EBL
3
Financial innovation : FIN
3
Finmap working paper
3
International business and economics research journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
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ECONIS (ZBW)
447
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1
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447
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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 gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
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
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:
8
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
9
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:
10
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:
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