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~person:"Gupta, Rangan"
~person:"Siklos, Pierre L."
~subject:"ARCH model"
~subject:"Aktienmarkt"
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ARCH model
Aktienmarkt
Forecasting model
172
Prognoseverfahren
172
Estimation
170
Schätzung
170
United States
165
USA
163
Volatility
157
Volatilität
155
Börsenkurs
119
Share price
119
Capital income
104
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104
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100
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94
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94
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93
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93
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89
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77
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77
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77
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75
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73
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65
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65
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60
Oil price
59
VAR-Modell
59
Ölpreis
57
Causality analysis
54
Kausalanalyse
54
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50
ARCH-Modell
48
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46
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56
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56
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English
121
Author
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Gupta, Rangan
Siklos, Pierre L.
McAleer, Michael
78
Caporale, Guglielmo Maria
67
Tiwari, Aviral Kumar
40
Ma, Feng
38
Gil-Alaña, Luis A.
32
Hammoudeh, Shawkat
32
Chang, Chia-Lin
31
Bouri, Elie
30
Miller, Stephen M.
28
Teräsvirta, Timo
28
Pierdzioch, Christian
27
Balcilar, Mehmet
26
Wohar, Mark E.
26
Spagnolo, Nicola
25
Allen, David E.
24
Jawadi, Fredj
24
McMillan, David G.
24
Salisu, Afees A.
24
Caporin, Massimiliano
23
Engle, Robert F.
23
Worthington, Andrew Charles
23
Yoon, Seong-min
23
Conrad, Christian
22
Demirer, Rıza
22
Grobys, Klaus
22
Mensi, Walid
22
Karanasos, Menelaos
21
Apergēs, Nikolaos
20
Lucey, Brian M.
20
Narayan, Paresh Kumar
20
Hamori, Shigeyuki
19
Nguyen, Duc Khuong
19
Weber, Enzo
19
Wei, Yu
19
Kang, Sang Hoon
18
Hafner, Christian M.
17
Guesmi, Khaled
16
Guo, Hui
16
Herwartz, Helmut
16
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Department of Economics working paper series
41
The North American journal of economics and finance : a journal of financial economics studies
13
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
4
Energy economics
4
International journal of finance & economics : IJFE
4
Journal of economics and finance
4
Defence and peace economics
3
Economics letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Working papers / University of Connecticut, Department of Economics
3
Applied financial economics
2
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
LCERPA working paper / LCERPA, Laurier Centre for Economic Research and Policy Analysis
2
Research notes in economics & statistics
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Working paper / Department of Economics, Wilfrid Laurier University
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Annals of financial economics
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CREATES research paper
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Economia internazionale
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Economics and Business Letters : EBL
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The journal of real estate finance and economics
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University of Pretoria, Department of Economics Working Paper Series
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ECONIS (ZBW)
121
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1
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121
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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
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:
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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
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:
6
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:
7
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:
8
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:
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
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:
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