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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Stock market"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
~type_genre:"Statistik"
~type_genre:"Working Paper"
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Stock market
Forecasting model
247
Prognoseverfahren
247
Estimation
233
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233
Volatility
210
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209
United States
180
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179
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161
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161
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Gupta, Rangan
Caporale, Guglielmo Maria
108
Gil-Alaña, Luis A.
66
Hammoudeh, Shawkat
57
Tiwari, Aviral Kumar
50
Xuan Vinh Vo
48
Zaremba, Adam
47
Pierdzioch, Christian
46
Bouri, Elie
43
Demirer, Rıza
42
Mensi, Walid
42
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39
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39
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39
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38
Kang, Sang Hoon
38
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38
Narayan, Paresh Kumar
37
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36
Nguyen, Duc Khuong
36
Spagnolo, Nicola
36
Hassan, M. Kabir
34
Arouri, Mohamed
33
Bekaert, Geert
33
Brooks, Robert
33
Campbell, John Y.
33
Plastun, Alex
33
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32
Ryu, Doojin
31
Shahzad, Syed Jawad Hussain
31
Faff, Robert W.
30
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30
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27
Balcilar, Mehmet
26
Guo, Hui
26
Kutan, Ali Mustafa
26
Levine, Ross
26
Salisu, Afees A.
26
Stulz, René M.
26
Yoon, Seong-min
26
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Department of Economics working paper series
28
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
7
Research in international business and finance
6
International review of economics & finance : IREF
5
Applied economics
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
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3
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2
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2
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ECONIS (ZBW)
121
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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 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:
3
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:
4
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
5
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:
6
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:
7
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:
8
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
9
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:
10
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
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