//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Gupta, Rangan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"GARCH-MIDAS"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
16
Volatilität
16
ARCH model
10
ARCH-Modell
10
Forecasting model
10
Prognoseverfahren
10
GARCH-MIDAS
9
Börsenkurs
8
Share price
8
Aktienmarkt
5
Capital income
5
Kapitaleinkommen
5
Oil price
5
Stock market
5
Welt
5
World
5
Ölpreis
5
Geopolitics
4
Geopolitik
4
Risiko
4
Risk
4
Energiemarkt
3
Energy market
3
GARCH-MIDAS model
3
Geopolitical risks
3
USA
3
United States
3
global economic conditions
3
BRICS
2
BRICS countries
2
BRICS-Staaten
2
Daily State-Level Stock Returns Volatility
2
Estimation
2
Exchange rate
2
Forecast
2
Forecast evaluation
2
Forecasting
2
Gold
2
Immobilienfonds
2
Markov chain
2
more ...
less ...
Online availability
All
Free
9
Undetermined
7
Type of publication
All
Book / Working Paper
9
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
16
Author
All
Gupta, Rangan
Conrad, Christian
17
Salisu, Afees A.
16
Ma, Feng
8
Yin, Libo
8
Wang, Lu
7
Bouri, Elie
6
Loch, Karin
6
Ogbonna, Ahamuefula Ephraim
6
Liang, Chao
5
Rittler, Daniel
5
Awartani, Basel
4
Candila, Vincenzo
4
Fang, Libing
4
Fang, Tong
4
Javed, Farrukh
4
Ji, Qiang
4
Su, Zhi
4
Zhang, Li
4
Zhou, Yimin
4
Amendola, Alessandra
3
Benkraiem, Ramzi
3
Ghani, Maria
3
Kleen, Onno
3
Li, Xiafei
3
Liu, Jing
3
Lu, Xinjie
3
Raza, Syed Ali
3
Schienle, Melanie
3
Stürmer, Karin
3
Virk, Nader Shahzad
3
Wei, Yu
3
Yu, Honghai
3
Asgharian, Hossein
2
Cai, Huan
2
Cepni, Oguzhan
2
Chen, Zhonglu
2
Christiansen, Charlotte
2
Custovic, Anessa
2
Deng, Chengtao
2
more ...
less ...
Published in...
All
Department of Economics working paper series
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Global finance journal
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Energy market uncertainties and gold return volatility : a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
5
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a
GARCH-MIDAS
model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
7
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
8
Forecasting stock market volatility with regime-switching
GARCH-MIDAS
: the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
9
Testing the forecasting power of global economic conditions for the volatility of international REITs using a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
10
Forecasting stock market volatility with regime-switching
GARCH-MIDAS
: the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->