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ARCH model
Volatility
364
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360
Forecasting model
319
Prognoseverfahren
319
United States
264
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262
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242
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101
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Gupta, Rangan
87
Bouri, Elie
44
Salisu, Afees A.
16
Pierdzioch, Christian
11
Demirer, Rıza
9
Ji, Qiang
8
Ogbonna, Ahamuefula Ephraim
8
Segnon, Mawuli
7
Lux, Thomas
6
Ajmi, Ahdi Noomen
5
Antonakakis, Nikolaos
5
Nasr, Adnen Ben
5
Shahzad, Syed Jawad Hussain
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Balcilar, Mehmet
4
Cepni, Oguzhan
4
Cuñado Eizaguirre, Juncal
4
Gabauer, David
4
Karmakar, Sayar
4
Roubaud, David
4
Saeed, Tareq
4
Aye, Goodness C.
3
Azzi, Georges
3
Gillas, Konstantinos Gkillas
3
Ivashchenko, Sergey
3
Plakandaras, Vasilios
3
Bonato, Matteo
2
Christou, Christina
2
Das, Sonali
2
Dyhrberg, Anne Haubo
2
Essaadi, Essahbi
2
Fang, Libing
2
Gupta, Rakesh
2
Kang, Sang Hoon
2
Kollias, Chrēstos
2
Lau, Chi Keung
2
Liu, Ruipeng
2
Luo, Jiawen
2
Miller, Stephen M.
2
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Department of Economics working paper series
24
Energy economics
10
International review of financial analysis
6
Finance research letters
5
Financial innovation : FIN
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
Finmap working paper
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
Defence and peace economics
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International journal of forecasting
2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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Economia politica : journal of analytical and institutional economics
1
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Financial modeling and risk management of energy and environmental instruments and derivates
1
Global Research Unit working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of business and globalisation : IJBG
1
International review of economics & finance : IREF
1
Journal of central banking theory and practice
1
Journal of economics and finance
1
Journal of emerging market finance
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ECONIS (ZBW)
117
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1
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
2
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:
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
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
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
6
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
Fang, Libing
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
International review of financial analysis
61
(
2019
),
pp. 29-36
Persistent link: https://www.econbiz.de/10012206699
Saved in:
7
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
8
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:
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
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
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