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~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Schnabl, Gunther"
~source:"econis"
~subject:"Forecasting model"
~subject:"Wechselkurs"
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Search: subject_exact:"Volatility"
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Forecasting model
Wechselkurs
Volatility
432
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432
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Capital income
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Caporale, Guglielmo Maria
Gupta, Rangan
Schnabl, Gunther
Ma, Feng
82
Bahmani-Oskooee, Mohsen
71
Pierdzioch, Christian
65
McAleer, Michael
60
Bollerslev, Tim
58
Diebold, Francis X.
47
Zhang, Yaojie
40
Belke, Ansgar
37
McMillan, David G.
34
Wang, Yudong
34
Liang, Chao
33
Lux, Thomas
33
Bouri, Elie
31
Andersen, Torben
30
Salisu, Afees A.
30
Caporin, Massimiliano
29
Kočenda, Evžen
29
Wei, Yu
29
Hegerty, Scott W.
28
Engle, Robert F.
25
Christoffersen, Peter F.
24
Clements, Adam
24
Neely, Christopher J.
24
Sarno, Lucio
24
Asai, Manabu
23
Degiannakis, Stavros
23
Gallo, Giampiero M.
23
Wang, Jiqian
22
Gros, Daniel
21
Lanne, Markku
20
Laurent, Sébastien
20
Medeiros, Marcelo C.
20
Patton, Andrew J.
20
Dijk, Dick van
19
Molnár, Peter
19
Brandt, Michael W.
18
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18
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Department of Economics working paper series
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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1
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:
2
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:
3
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:
4
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
5
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:
6
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
7
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:
8
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:
9
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
10
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
-
2024
Persistent link: https://www.econbiz.de/10015051333
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