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~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"Plastun, Alex"
~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
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483
Estimation
374
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373
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363
Prognoseverfahren
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327
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276
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Gupta, Rangan
McAleer, Michael
Plastun, Alex
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
Hautsch, Nikolaus
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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73
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60
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42
The North American journal of economics and finance : a journal of financial economics studies
26
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Finance research letters
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Econometric reviews
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International review of economics & finance : IREF
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
11
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9
Journal of risk and financial management : JRFM
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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8
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Applied economics letters
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Economics letters
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6
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5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
The European journal of finance
5
The journal of developing areas
5
Annals of financial economics
4
Defence and peace economics
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of forecasting
4
International review of financial analysis
4
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4
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
698
Showing
1
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10
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698
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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
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