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~subject:"Stock market volatility"
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Stock market volatility
Volatility
114
Volatilität
113
GARCH-MIDAS
104
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77
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75
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64
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21
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Fang, Tong
2
Ghani, Maria
2
Gupta, Rangan
2
Salisu, Afees A.
2
Su, Zhi
2
Bai, Lan
1
Bertelsen, Kristoffer Pons
1
Borup, Daniel
1
Chong, Terence Tai-Leung
1
Demirer, Rıza
1
Ghani, Usman
1
Guo, Qiang
1
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1
Lasisi, Lukman
1
Lee, Tae-hwy
1
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1
Li, Tao
1
Li, Xiafei
1
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1
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1
Olaniran, Abeeb
1
Wei, Guiwu
1
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The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Asia Pacific financial markets
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Economic policy uncertainty and emerging stock market volatility
Ghani, Maria
;
Ghani, Usman
- In:
Asia Pacific financial markets
31
(
2024
)
1
,
pp. 165-181
Persistent link: https://www.econbiz.de/10014496581
Saved in:
2
A note on financial vulnerability and volatility in emerging stock markets : evidence from
GARCH-MIDAS
models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
3
Geopolitical risk and stock market volatility in emerging markets : a
GARCH
-
MIDAS
approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Lasisi, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538937
Saved in:
4
Forecasting Pakistan stock market volatility : evidence from economic variables and the uncertainty index
Ghani, Maria
;
Guo, Qiang
;
Ma, Feng
;
Li, Tao
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 1180-1189
Persistent link: https://www.econbiz.de/10013343226
Saved in:
5
Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan
;
Wei, Yu
;
Wei, Guiwu
;
Li, Xiafei
;
Zhang, Songyun
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
Saved in:
6
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
7
Does the macroeconomy matter to market volatility? : evidence from US industries
Wu, Zhang
;
Chong, Terence Tai-Leung
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
6
,
pp. 2931-2962
Persistent link: https://www.econbiz.de/10012664734
Saved in:
8
Oil shocks and stock market volatility of the BRICS : a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Gupta, Rangan
- In:
Global finance journal
48
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012886905
Saved in:
9
Predicting the long-term stock market volatility : a
GARCH-MIDAS
model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
10
Understanding stock market volatility : what is the role of U.S. uncertainty?
Su, Zhi
;
Fang, Tong
;
Yin, Libo
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 582-590
Persistent link: https://www.econbiz.de/10012120311
Saved in:
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