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~subject:"Volatility"
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Search: subject:"GARCH-MIDAS"
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Volatility
Volatilität
108
GARCH-MIDAS
96
ARCH-Modell
74
ARCH model
72
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60
Prognoseverfahren
60
Börsenkurs
45
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Gupta, Rangan
16
Salisu, Afees A.
15
Ma, Feng
7
Wang, Lu
7
Bouri, Elie
6
Ogbonna, Ahamuefula Ephraim
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Yin, Libo
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Conrad, Christian
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Liang, Chao
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Fang, Libing
4
Fang, Tong
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Su, Zhi
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3
Candila, Vincenzo
3
Ghani, Maria
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Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
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ECONIS (ZBW)
108
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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
Revisiting financial volatility in the Indonesian Islamic stock market :
GARCH-MIDAS
approach
Danila, Nevi
- In:
Journal of Indonesian economy & business
38
(
2023
)
2
,
pp. 166-177
Persistent link: https://www.econbiz.de/10014288350
Saved in:
9
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:
10
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:
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