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~language:"eng"
~person:"Kim, Jeong-bon"
~person:"Lux, Thomas"
~person:"Salisu, Afees A."
~subject:"Business network"
~subject:"Börsenkurs"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Business network
Börsenkurs
Share price
120
Theorie
115
Theory
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Volatility
92
Volatilität
92
Forecasting model
81
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Kim, Jeong-bon
Lux, Thomas
Salisu, Afees A.
Gupta, Rangan
167
Caporale, Guglielmo Maria
138
Gil-Alaña, Luis A.
76
Narayan, Paresh Kumar
75
Stulz, René M.
67
McAleer, Michael
64
Pierdzioch, Christian
64
Hautsch, Nikolaus
63
Plastun, Alex
62
Zaremba, Adam
61
Wohar, Mark E.
59
Ryu, Doojin
57
McMillan, David G.
53
Allen, David E.
51
Bohl, Martin T.
51
Tiwari, Aviral Kumar
51
Ma, Feng
50
Madura, Jeff
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Härdle, Wolfgang
49
Timmermann, Allan
48
Faff, Robert W.
46
Theissen, Erik
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Bouri, Elie
43
Zhang, Wei
42
Shleifer, Andrei
41
Campbell, John Y.
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Hammoudeh, Shawkat
40
Foucault, Thierry
39
Xiong, Xiong
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35
Corbet, Shaen
35
Wagner, Alexander F.
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Balcilar, Mehmet
34
Bollerslev, Tim
34
Wong, Wing Keung
34
Brooks, Robert
33
Hassan, M. Kabir
33
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Workshop on Network Approaches to Interbank Markets <2013, Castellón de la Plana>
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Complexity economics
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
147
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1
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147
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1
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:
2
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:
3
Bond market transparency and stock price crash risk : evidence from a natural experiment
Guan, Yuyan
;
Kim, Jeong-bon
;
Liu, Boluo
;
Xin, Xiangang
- In:
The accounting review : a publication of the American …
98
(
2023
)
4
,
pp. 143-165
Persistent link: https://www.econbiz.de/10014340452
Saved in:
4
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:
5
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
7
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:
8
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
9
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
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
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