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~person:"Gupta, Rangan"
~person:"Siklos, Pierre L."
~person:"Wohar, Mark E."
~subject:"Aktienmarkt"
~subject:"Volatilität"
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Aktienmarkt
Volatilität
Estimation
197
Schätzung
197
Forecasting model
185
Prognoseverfahren
185
United States
185
USA
183
Volatility
175
Börsenkurs
135
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Welt
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65
Cointegration
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English
221
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Gupta, Rangan
Siklos, Pierre L.
Wohar, Mark E.
McAleer, Michael
104
Caporale, Guglielmo Maria
86
Pierdzioch, Christian
71
Tiwari, Aviral Kumar
60
Bouri, Elie
56
Hammoudeh, Shawkat
53
Ma, Feng
50
Gil-Alaña, Luis A.
47
Bahmani-Oskooee, Mohsen
46
Chang, Chia-Lin
44
Bollerslev, Tim
38
Salisu, Afees A.
37
Mensi, Walid
36
Spagnolo, Nicola
35
Balcilar, Mehmet
34
Lux, Thomas
34
McMillan, David G.
33
Miller, Stephen M.
33
Aizenman, Joshua
32
Allen, David E.
31
Demirer, Rıza
31
Kang, Sang Hoon
31
Apergēs, Nikolaos
30
Lucey, Brian M.
30
Xuan Vinh Vo
29
Caporin, Massimiliano
28
Jawadi, Fredj
28
Yoon, Seong-min
27
Hegerty, Scott W.
26
Ryu, Doojin
25
Bohl, Martin T.
24
Chiarella, Carl
24
Diebold, Francis X.
24
Engle, Robert F.
24
Hamori, Shigeyuki
24
Worthington, Andrew Charles
24
Andersen, Torben
23
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Department of Economics working paper series
59
The North American journal of economics and finance : a journal of financial economics studies
19
Energy economics
17
International review of economics & finance : IREF
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics
7
Applied economics letters
6
International journal of finance & economics : IJFE
6
Applied financial economics
5
Economics letters
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance
4
LCERPA working paper / LCERPA, Laurier Centre for Economic Research and Policy Analysis
4
Working papers / University of Connecticut, Department of Economics
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Working paper / Department of Economics, Wilfrid Laurier University
3
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
2
Claremont McKenna College Robert Day School of Economics and Finance Research Paper
2
Discussion paper series / IZA
2
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
Journal of economics & business
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Research notes in economics & statistics
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Econometric Institute research papers
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1
Economics, management and financial markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Experiences and challenges in the development of the Chinese capital market
1
Indian economic review : official journal of Delhi School of Economics
1
International economics and economic policy : IEEP
1
Journal of Asian economics
1
Journal of applied economics
1
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ECONIS (ZBW)
221
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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
The stock return predictability and stock price decomposition in the Chinese equity market
Ma, Jun
;
Su, Zhenhua
;
Wohar, Mark E.
- In:
Experiences and challenges in the development of the …
,
(pp. 150-170)
.
2015
Persistent link: https://www.econbiz.de/10011388123
Saved in:
3
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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