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~language:"eng"
~person:"Gupta, Rangan"
~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
Forecasting model
248
Prognoseverfahren
248
Estimation
243
Schätzung
243
Volatility
229
Share price
216
Capital income
197
Kapitaleinkommen
197
USA
181
United States
181
Stock market
147
Aktienmarkt
146
Theorie
134
Theory
134
Risiko
122
Risk
122
Welt
120
World
120
Time series analysis
119
Zeitreihenanalyse
119
Südafrika
107
Immobilienpreis
90
Real estate price
90
VAR model
89
VAR-Modell
89
Causality analysis
74
Kausalanalyse
74
Oil price
73
Ölpreis
73
Inflation
69
ARCH model
65
ARCH-Modell
65
Monetary policy
64
Geldpolitik
63
Schock
61
Shock
61
Economic growth
57
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Online availability
All
Undetermined
213
Free
125
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Article
313
Book / Working Paper
115
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Conference proceedings
Aufsatz in Zeitschrift
315
Working Paper
113
Graue Literatur
111
Non-commercial literature
111
Aufsatz im Buch
2
Book section
2
Case study
1
Conference paper
1
Fallstudie
1
Konferenzbeitrag
1
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Language
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English
Author
All
Gupta, Rangan
Plastun, Alex
McAleer, Michael
260
Caporale, Guglielmo Maria
225
Gil-Alaña, Luis A.
118
Pierdzioch, Christian
114
Bollerslev, Tim
109
Bouri, Elie
104
Ma, Feng
99
McMillan, David G.
96
Hammoudeh, Shawkat
94
Tiwari, Aviral Kumar
92
Chang, Chia-Lin
91
Narayan, Paresh Kumar
89
Wohar, Mark E.
89
Andersen, Torben
88
Härdle, Wolfgang
80
Bahmani-Oskooee, Mohsen
78
Spagnolo, Nicola
76
Balcilar, Mehmet
75
Allen, David E.
73
Bhorat, Haroon
71
Stulz, René M.
71
Hautsch, Nikolaus
69
Lux, Thomas
67
Ryu, Doojin
66
Zaremba, Adam
65
Bohl, Martin T.
64
Diebold, Francis X.
62
Engle, Robert F.
62
Salisu, Afees A.
62
Xuan Vinh Vo
62
Koopman, Siem Jan
59
Faff, Robert W.
58
Fedderke, Johannes W.
58
Kang, Sang Hoon
58
Mensi, Walid
58
Bekaert, Geert
56
Chiarella, Carl
56
Lucey, Brian M.
56
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Published in...
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Department of Economics working paper series
53
The North American journal of economics and finance : a journal of financial economics studies
20
Energy economics
19
CESifo working papers
16
Economics and finance working paper series
14
Applied economics
12
Finance research letters
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
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
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
Applied economics letters
6
Investment management and financial innovations
6
Journal of economics and finance
6
Journal of forecasting
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
The European journal of finance
5
The journal of developing areas
5
Computational 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
Journal of economic studies
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
Annals of financial economics
3
Applied econometrics and international development
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
Financial markets and portfolio management
3
Finmap working paper
3
International business and economics research journal
3
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Source
All
ECONIS (ZBW)
428
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1
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428
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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 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:
6
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:
7
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:
8
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
9
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:
10
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:
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