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~isPartOf:"Department of Economics working paper series"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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ARCH-Modell
Volatility
59
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59
Forecasting model
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39
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forecasting
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Gupta, Rangan
McAleer, Michael
Salisu, Afees A.
8
Bouri, Elie
7
Ogbonna, Ahamuefula Ephraim
6
Pierdzioch, Christian
4
Ji, Qiang
3
Plakandaras, Vasilios
3
Cepni, Oguzhan
2
Demirer, Rıza
2
Foglia, Matteo
2
Karmakar, Sayar
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2
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1
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1
Das, Sonali
1
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1
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1
Li, Haohua
1
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1
Luo, Jiawen
1
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1
Muddana, Thanoj K.
1
Segnon, Mawuli
1
Shackleton, Ryan
1
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1
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Department of Economics working paper series
Econometric Institute research papers
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Discussion paper / Tinbergen Institute
21
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The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
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4
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3
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3
Economics letters
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
23
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1
Forecasting multivariate volatilities with exogenous predictors : an application to industry
diversification
strategies
Luo, Jiawen
;
Ҫepni, Oğuzhan
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013469716
Saved in:
2
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:
3
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:
4
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:
5
Real-time forecast of DSGE models with time-varying
volatility
in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
6
Conventional and unconventional monetary policy rate uncertainty and stock market
volatility
: a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
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
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:
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
Technological shocks and stock market
volatility
over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
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