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ARCH model
Forecasting model
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316
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290
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287
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280
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280
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238
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93
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Gupta, Rangan
79
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18
Bouri, Elie
16
Salisu, Afees A.
14
Ogbonna, Ahamuefula Ephraim
8
Pierdzioch, Christian
8
Segnon, Mawuli
7
Demirer, Rıza
6
Lux, Thomas
6
Ajmi, Ahdi Noomen
5
Balcilar, Mehmet
5
Nasr, Adnen Ben
5
Plakandaras, Vasilios
5
Tiwari, Aviral Kumar
5
Antonakakis, Nikolaos
4
Gupta, Rakesh
4
Karmakar, Sayar
4
Luo, Jiawen
4
Wohar, Mark E.
4
Cepni, Oguzhan
3
Cuñado Eizaguirre, Juncal
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Fan, Ying
3
Ivashchenko, Sergey
3
Liu, Ruipeng
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Shiba, Sisa
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3
Aye, Goodness C.
2
Christou, Christina
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Gillas, Konstantinos Gkillas
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Klein, Tony
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2
Paramati, Sudharshan Reddy
2
Roubaud, David
2
Suleman, Tahir
2
Wilfling, Bernd
2
Wu, Kejin
2
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2
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Department of Economics working paper series
25
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5
Research in international business and finance
5
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4
Finance research letters
3
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3
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2
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ECONIS (ZBW)
93
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1
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
2
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
3
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
4
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
5
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
6
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:
7
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:
8
Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
Saved in:
9
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
10
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
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