Digital Archive Community: PPN 1725072335, ZSS 52
http://hdl.handle.net/11159/6743
PPN 1725072335, ZSS 522024-03-20T00:05:27ZForecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
http://hdl.handle.net/11159/652767
Title: Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Authors: Liu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan2023-01-01T00:00:00ZComparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
http://hdl.handle.net/11159/632032
Title: Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Authors: Shackleton, Ryan; Das, Sonali; Gupta, Rangan2023-01-01T00:00:00ZClimate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
http://hdl.handle.net/11159/632019
Title: Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Authors: Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, Christian2023-01-01T00:00:00ZEconomic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
http://hdl.handle.net/11159/631996
Title: Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Authors: Salisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, Oguzhan2023-01-01T00:00:00Z