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language:"nor"
subject:"Estimation"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~person:"Dreger, Christian"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~subject:"USA"
~subject:"Volatilität"
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Estimation
USA
Volatilität
Schätzung
462
Forecasting model
112
Prognoseverfahren
112
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104
Volatility
103
Börsenkurs
93
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Dreger, Christian
Gupta, Rangan
Herwartz, Helmut
Caporale, Guglielmo Maria
369
Gil-Alaña, Luis A.
263
Wagner, Joachim
247
Belke, Ansgar
228
Schneider, Friedrich
191
Pesaran, M. Hashem
182
Heckman, James J.
177
Bahmani-Oskooee, Mohsen
162
McAleer, Michael
156
Buch, Claudia M.
141
Narayan, Paresh Kumar
135
Woessmann, Ludger
135
Addison, John T.
133
Schnabel, Claus
124
Cheung, Yin-Wong
121
Bauer, Thomas K.
116
Riphahn, Regina T.
116
Görg, Holger
115
Blundell, Richard W.
113
Egger, Peter
112
Lechner, Michael
112
Nunnenkamp, Peter
112
Pierdzioch, Christian
112
Berg, Gerard J. van den
107
Van Reenen, John
106
Chinn, Menzie David
102
Dreher, Axel
102
Fitzenberger, Bernd
102
Ours, Jan C. van
100
Rycx, François
100
Chang, Tsangyao
97
Winter-Ebmer, Rudolf
97
Fritsch, Michael
95
Puhani, Patrick A.
95
Wohar, Mark E.
95
MacDonald, Ronald
94
Marcellino, Massimiliano
94
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8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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Department of Economics working paper series
37
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19
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The North American journal of economics and finance : a journal of financial economics studies
12
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11
DIW Berlin Discussion Paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
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10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
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9
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8
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8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economic modelling
7
Economics letters
7
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6
International journal of finance & economics : IJFE
6
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5
International review of economics & finance : IREF
5
Empirica : journal of european economics
4
Energy economics
4
FIW working paper
4
Journal of forecasting
4
Macroeconomic dynamics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Volkswirtschaftliche Diskussionsbeiträge
4
Cege discussion paper
3
Economic systems
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Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
3
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Journal of international money and finance
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SFB 649 discussion paper
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ECONIS (ZBW)
462
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1
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462
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1
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:
2
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
3
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
4
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
5
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
6
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:
7
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
8
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
9
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
10
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
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