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~person:"Demirer, Rıza"
~subject:"ARCH model"
~subject:"Börsenkurs"
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Search: subject_exact:"Equity+market"
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ARCH model
Börsenkurs
Aktienmarkt
40
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40
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24
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23
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23
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18
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18
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11
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Demirer, Rıza
Gupta, Rangan
110
Caporale, Guglielmo Maria
86
Zaremba, Adam
50
Ma, Feng
43
Gil-Alaña, Luis A.
39
Bouri, Elie
36
Hammoudeh, Shawkat
34
McMillan, David G.
33
Pierdzioch, Christian
33
Plastun, Alex
33
Sum, Vichet
33
Tiwari, Aviral Kumar
33
Wohar, Mark E.
33
Narayan, Paresh Kumar
31
Mensi, Walid
30
Arouri, Mohamed
29
Kang, Sang Hoon
29
Ryu, Doojin
29
Xuan Vinh Vo
27
Chiang, Thomas C.
25
Corbet, Shaen
24
Nguyen, Duc Khuong
24
Salisu, Afees A.
24
Shahzad, Syed Jawad Hussain
24
Zhang, Yaojie
24
Balcilar, Mehmet
22
Bali, Turan G.
21
Frijns, Bart
21
Kočenda, Evžen
21
Lucey, Brian M.
21
Spagnolo, Nicola
21
Bohl, Martin T.
19
Bordo, Michael D.
19
Hale, Galina
19
Jawadi, Fredj
19
Liang, Chao
19
Ur Rehman, Mobeen
19
Aloui, Chaker
18
Hassan, M. Kabir
18
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Department of Economics working paper series
3
Economics letters
2
Journal of forecasting
2
Structural change and economic dynamics : SC+ED
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Economia politica : journal of analytical and institutional economics
1
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1
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1
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1
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1
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ECONIS (ZBW)
25
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25
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1
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:
2
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
3
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
Saved in:
4
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
5
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
6
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:
7
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:
8
Financial turbulence, systemic risk and the predictability of stock market volatility
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Global finance journal
52
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013412548
Saved in:
9
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:
10
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
Saved in:
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