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~person:"Demirer, Rıza"
~person:"Gupta, Rangan"
~subject:"Volatilität"
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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
Risk
94
Stock market
83
Welt
82
World
82
Aktienmarkt
79
Theorie
77
Theory
77
South Africa
75
Forecasting
73
Time series analysis
73
Zeitreihenanalyse
73
Oil price
66
Immobilienpreis
65
Real estate price
65
Ölpreis
64
Inflation
59
VAR model
58
VAR-Modell
57
Causality analysis
55
Kausalanalyse
55
Südafrika
53
ARCH model
51
ARCH-Modell
51
Monetary policy
51
Economic growth
44
Cointegration
42
Geldpolitik
40
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Undetermined
78
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59
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Article
87
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61
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87
Aufsatz in Zeitschrift
87
Arbeitspapier
60
Graue Literatur
60
Non-commercial literature
60
Working Paper
60
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English
148
Author
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Demirer, Rıza
Gupta, Rangan
McAleer, Michael
96
Pierdzioch, Christian
61
Caporale, Guglielmo Maria
50
Ma, Feng
50
Bouri, Elie
48
Bahmani-Oskooee, Mohsen
46
Hammoudeh, Shawkat
45
Chang, Chia-Lin
43
Tiwari, Aviral Kumar
40
Bollerslev, Tim
33
Lux, Thomas
32
Mensi, Walid
32
Salisu, Afees A.
32
Aizenman, Joshua
31
Wohar, Mark E.
31
Spagnolo, Nicola
29
Kang, Sang Hoon
27
Gil-Alaña, Luis A.
25
Hegerty, Scott W.
25
McMillan, David G.
23
Mumtaz, Haroon
23
Caporin, Massimiliano
22
Chiarella, Carl
22
Engle, Robert F.
22
Wang, Yudong
22
Allen, David E.
21
Wei, Yu
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Shephard, Neil G.
20
Todorov, Viktor
20
Andersen, Torben
19
Apergēs, Nikolaos
19
Christensen, Bent Jesper
19
Diebold, Francis X.
19
Ji, Qiang
19
Yin, Libo
19
Yoon, Seong-min
19
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Department of Economics working paper series
53
Energy economics
17
The North American journal of economics and finance : a journal of financial economics studies
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
Applied economics
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
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
Working papers / University of Connecticut, Department of Economics
2
Applied financial economics
1
CREATES research paper
1
Computational economics
1
Econometric Institute research papers
1
Economia politica : journal of analytical and institutional economics
1
Economics working paper
1
Economics, management and financial markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
Journal of applied economics
1
Journal of economics and finance : JEF
1
Journal of international commerce, economics and policy
1
Research in international business and finance
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The journal of real estate finance and economics
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ECONIS (ZBW)
148
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61
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
62
Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Xuan Vinh Vo
- In:
Defence and peace economics
33
(
2022
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
Saved in:
63
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
64
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
65
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
66
Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas
;
Bouri, Elie
;
Gupta, Rangan
; …
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Saved in:
67
The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
68
Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
69
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
70
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
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