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accessRights:"restricted"
type:"article"
~person:"Gupta, Rangan"
~subject:"Schätzung"
~subject:"Volatilität"
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Schätzung
Volatilität
Welt
71
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71
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39
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31
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28
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28
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21
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Gupta, Rangan
Bouri, Elie
37
Hammoudeh, Shawkat
29
Ma, Feng
28
Zaremba, Adam
22
Ji, Qiang
21
Tiwari, Aviral Kumar
20
Kang, Sang Hoon
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Mensi, Walid
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Salisu, Afees A.
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Xuan Vinh Vo
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Yin, Libo
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Demirer, Rıza
14
Gozgor, Giray
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Umar, Zaghum
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Lau, Chi Keung
13
Lee, Chien-chiang
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Zhang, Yaojie
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Apergēs, Nikolaos
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Liang, Chao
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Lucey, Brian M.
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Nonejad, Nima
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12
Roubaud, David
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Shahbaz, Muhammad
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Filis, George
11
Guesmi, Khaled
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Han, Liyan
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Zhu, Huiming
11
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10
Yarovaya, Larisa
10
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9
Lien, Da-hsiang Donald
9
Lin, Boqiang
9
Saunoris, James W.
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Finance research letters
8
Energy economics
5
Research in international business and finance
4
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3
Journal of forecasting
3
The European journal of finance
3
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3
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3
Defence and peace economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
55
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1
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
2
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
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
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
4
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
5
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
6
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
7
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
Saved in:
8
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
10
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
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