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A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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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
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Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
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Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula Ephraim - In: The European journal of finance 29 (2023) 4, pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
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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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Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E.; … - In: Journal of forecasting 41 (2022) 7, pp. 1525-1556
Persistent link: https://www.econbiz.de/10013465713
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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
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Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Bouri, Elie - 2024
Persistent link: https://www.econbiz.de/10014635867
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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