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~language:"eng"
~person:"Gupta, Rangan"
~person:"Regan, Aidan"
~subject:"Börsenkurs"
~subject:"Südafrika"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Südafrika
Forecasting model
190
Prognoseverfahren
190
Estimation
174
Schätzung
174
Volatility
155
Volatilität
155
USA
126
United States
126
Capital income
121
Kapitaleinkommen
121
Share price
118
South Africa
103
Theorie
95
Theory
95
Risiko
93
Risk
93
Aktienmarkt
87
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87
Welt
81
World
81
Time series analysis
79
Zeitreihenanalyse
79
VAR model
74
VAR-Modell
74
Immobilienpreis
69
Real estate price
69
Causality analysis
62
Kausalanalyse
62
Oil price
58
Ölpreis
58
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54
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53
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53
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48
Shock
48
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47
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47
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207
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Aufsatz in Zeitschrift
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209
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48
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Graue Literatur
46
Non-commercial literature
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English
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Gupta, Rangan
Regan, Aidan
Narayan, Paresh Kumar
74
Zaremba, Adam
61
Wohar, Mark E.
57
McMillan, David G.
56
Ryu, Doojin
52
Balcilar, Mehmet
51
Madura, Jeff
50
Ma, Feng
49
Tiwari, Aviral Kumar
47
Fedderke, Johannes W.
46
Gil-Alaña, Luis A.
46
Caporale, Guglielmo Maria
44
Faff, Robert W.
41
Hammoudeh, Shawkat
40
Odhiambo, Nicholas M.
38
Zhang, Wei
38
Urban, Boris
37
Xiong, Xiong
37
Pierdzioch, Christian
36
Chiang, Thomas C.
35
Apergēs, Nikolaos
33
Bouri, Elie
33
Hassan, M. Kabir
33
Muzindutsi, Paul-Francois
33
Phiri, Andrew
33
Saayman, Melville
33
Salisu, Afees A.
33
Blau, Benjamin
32
Corbet, Shaen
32
Kim, Jeong-bon
32
Chan, Kam C.
31
Brooks, Robert
30
Ngo, Thanh
30
Xuan Vinh Vo
30
Demirer, Rıza
29
Nguyen, Duc Khuong
28
Rogerson, Christian M.
28
Schiereck, Dirk
28
Subrahmanyam, Avanidhar
28
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The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
11
Energy economics
10
Research in international business and finance
9
Economic modelling
8
The South African journal of economics
8
Journal of real estate literature : a publication of the American Real Estate Society
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Finance research letters
5
The European journal of finance
5
The journal of developing areas
5
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied econometrics and international development
3
Defence and peace economics
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic systems
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International business and economics research journal
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of economic studies
3
Journal of economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied economics letters
2
Economia internazionale
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of economic policy in emerging economies
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Journal of business economics and management
2
Journal of emerging market finance
2
Journal of multinational financial management
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ECONIS (ZBW)
209
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209
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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
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:
3
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
4
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
5
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:
6
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:
7
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
8
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
9
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:
10
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
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