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~person:"Gupta, Rangan"
~person:"Nguyen, Duc Khuong"
~subject:"ARCH model"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
Stock market
Ölpreis
Volatility
278
Volatilität
275
Forecasting model
124
Prognoseverfahren
124
Börsenkurs
115
Share price
115
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178
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Gupta, Rangan
Nguyen, Duc Khuong
McAleer, Michael
137
Caporale, Guglielmo Maria
81
Ma, Feng
78
Chang, Chia-Lin
71
Bouri, Elie
61
Spagnolo, Nicola
56
Hammoudeh, Shawkat
53
Tiwari, Aviral Kumar
46
Kang, Sang Hoon
44
Mensi, Walid
44
Salisu, Afees A.
39
Zhang, Yaojie
39
Wei, Yu
37
Demirer, Rıza
36
Kumar, Dilip
36
Pierdzioch, Christian
36
Wang, Yudong
36
Ji, Qiang
35
McMillan, David G.
35
Diebold, Francis X.
34
Bauwens, Luc
33
Bollerslev, Tim
33
Kočenda, Evžen
33
Engle, Robert F.
32
Xuan Vinh Vo
32
Wohar, Mark E.
31
Liang, Chao
30
Manera, Matteo
30
Serletis, Apostolos
30
Corbet, Shaen
29
Filis, George
29
Degiannakis, Stavros
28
Yoon, Seong-min
28
Bekaert, Geert
26
Lucey, Brian M.
26
Chevallier, Julien
25
Floros, Christos
25
Hansen, Peter Reinhard
25
Molnár, Peter
25
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Department of Economics working paper series
35
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Finance research letters
5
International review of economics & finance : IREF
5
Research in international business and finance
5
Journal of international financial markets, institutions & money
4
Applied economics letters
3
Defence and peace economics
3
Economic modelling
3
Economics letters
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
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3
Contributions to Management Science
2
Economia internazionale
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of financial analysis
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Annals of financial economics
1
Applied financial economics
1
Atlantic economic journal : AEJ
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CREATES research paper
1
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1
Economics and Business Letters : EBL
1
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1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
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178
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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