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~subject:"Volatilität"
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Volatilität
Forecasting model
304
Prognoseverfahren
304
Estimation
274
Schätzung
274
Volatility
256
United States
232
USA
230
Börsenkurs
197
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197
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188
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188
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157
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155
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143
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116
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108
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104
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94
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89
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89
Oil price
86
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85
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85
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84
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79
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74
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Article
170
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70
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70
Non-commercial literature
70
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2
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2
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1
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English
253
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Gupta, Rangan
247
Pierdzioch, Christian
51
Salisu, Afees A.
36
Bouri, Elie
35
Wohar, Mark E.
30
Demirer, Rıza
29
Balcilar, Mehmet
22
Bonato, Matteo
15
Cepni, Oguzhan
15
Gillas, Konstantinos Gkillas
14
Ji, Qiang
14
Karmakar, Sayar
12
Cuñado Eizaguirre, Juncal
11
Ogbonna, Ahamuefula Ephraim
9
Plakandaras, Vasilios
9
Tiwari, Aviral Kumar
9
Segnon, Mawuli
8
Sheng, Xin
8
Van Eyden, Reneé
8
Aye, Goodness C.
7
Christou, Christina
7
Ҫepni, Oğuzhan
7
Gabauer, David
6
Lux, Thomas
6
Nielsen, Joshua
6
Ajmi, Ahdi Noomen
5
Antonakakis, Nikolaos
5
Liu, Ruipeng
5
Marfatia, Hardik A.
5
Miller, Stephen M.
5
Nazlıoğlu, Şaban
5
Roubaud, David
5
Çepni, Oğuzhan
5
André, Christophe
4
Bekiros, Stelios
4
Das, Sonali
4
Kyei, Clement
4
Liao, Wenting
4
Ma, Jun
4
Nasr, Adnen Ben
4
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Department of Economics working paper series
60
Energy economics
13
Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Economics letters
6
Research in international business and finance
6
Applied economics letters
5
Applied economics
4
Economic modelling
4
Journal of forecasting
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied financial economics
2
Computational economics
2
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of economic studies
2
Journal of financial markets
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
Working papers / University of Connecticut, Department of Economics
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Atlantic economic journal : AEJ
1
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ECONIS (ZBW)
253
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1
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
2
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
3
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
4
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:
5
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
6
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
7
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:
8
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
9
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
10
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
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