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~person:"Demirer, Rıza"
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Volatilität"
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Cointegration
Volatilität
Forecasting model
168
Prognoseverfahren
168
Estimation
154
Schätzung
154
Volatility
150
United States
148
USA
146
Börsenkurs
107
Share price
107
Capital income
102
Kapitaleinkommen
102
Risiko
94
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94
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83
Welt
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82
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79
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77
Theory
77
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75
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73
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73
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64
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59
VAR model
58
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57
Causality analysis
55
Kausalanalyse
55
Südafrika
53
ARCH model
51
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51
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51
Economic growth
44
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40
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69
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Article
109
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76
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108
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108
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66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
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English
178
Undetermined
7
Author
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Demirer, Rıza
Gupta, Rangan
Caporale, Guglielmo Maria
113
McAleer, Michael
104
Bahmani-Oskooee, Mohsen
81
Gil-Alaña, Luis A.
79
Narayan, Paresh Kumar
72
Tiwari, Aviral Kumar
66
Pierdzioch, Christian
64
Nielsen, Morten Ørregaard
58
Hammoudeh, Shawkat
54
Ma, Feng
51
Bouri, Elie
48
Johansen, Søren
48
Chang, Chia-Lin
45
Chang, Tsangyao
44
Apergēs, Nikolaos
43
Wohar, Mark E.
40
Wagner, Martin
38
Bollerslev, Tim
34
Narayan, Seema
34
Salisu, Afees A.
34
Balcilar, Mehmet
33
Mensi, Walid
33
Phillips, Peter C. B.
33
Lux, Thomas
32
McMillan, David G.
32
Shahbaz, Muhammad
32
Smyth, Russell
32
Aizenman, Joshua
31
Kunst, Robert M.
31
Spagnolo, Nicola
31
Weber, Enzo
31
Miller, Stephen M.
30
Pesaran, M. Hashem
30
Jusélius, Katarina
29
Hegerty, Scott W.
28
Kang, Sang Hoon
28
Rault, Christophe
28
Banerjee, Anindya
27
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Department of Economics, Faculty of Economic and Management Sciences
5
Department of Economics, University of Nevada-Las Vegas
1
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Department of Economics working paper series
53
Energy economics
19
The North American journal of economics and finance : a journal of financial economics studies
12
International review of economics & finance : IREF
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
Working papers / University of Connecticut, Department of Economics
6
Applied economics
5
Economics letters
5
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
5
Defence and peace economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Annals of financial economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
The South African journal of economics
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of applied economics
2
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1
CREATES research paper
1
Computational economics
1
Contemporary economics
1
Econometric Institute research papers
1
Economia politica : journal of analytical and institutional economics
1
Economics & finance notes
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics and finance working paper series
1
Economics working paper
1
Economics, management and financial markets
1
Empirical Economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
International business and economics research journal
1
International economics and economic policy : IEEP
1
International journal of business and economics
1
Journal of economics and finance : JEF
1
Journal of international commerce, economics and policy
1
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ECONIS (ZBW)
177
RePEc
8
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1
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185
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
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:
3
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:
4
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:
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
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:
7
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:
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
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:
10
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
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