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language:"nor"
subject:"Estimation"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Lechner, Michael"
~subject:"USA"
~subject:"Volatilität"
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Estimation
USA
Volatilität
Schätzung
481
Forecasting model
109
Prognoseverfahren
109
Volatility
105
United States
99
Börsenkurs
90
Share price
90
Impact assessment
86
Wirkungsanalyse
86
Capital income
81
Kapitaleinkommen
81
Arbeitsmarktpolitik
80
Labour market policy
80
Deutschland
74
Germany
74
Theorie
70
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70
Welt
70
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70
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69
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69
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59
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59
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59
Schweiz
47
Switzerland
47
Inflation
45
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44
ARCH-Modell
44
VAR model
43
VAR-Modell
43
Panel
40
Panel study
40
Cointegration
38
Kointegration
38
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37
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197
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187
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241
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240
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232
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232
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181
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181
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173
Working Paper
173
Hochschulschrift
10
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9
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7
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7
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6
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6
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2
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2
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2
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1
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Norwegian
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5
Author
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Gupta, Rangan
Herwartz, Helmut
Lechner, Michael
Caporale, Guglielmo Maria
372
Gil-Alaña, Luis A.
266
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
Riphahn, Regina T.
118
Bauer, Thomas K.
116
Görg, Holger
115
Blundell, Richard W.
113
Egger, Peter
112
Nunnenkamp, Peter
112
Pierdzioch, Christian
112
Van Reenen, John
110
Berg, Gerard J. van den
108
Chinn, Menzie David
102
Dreher, Axel
102
Fitzenberger, Bernd
102
Rycx, François
102
Chang, Tsangyao
100
Ours, Jan C. van
100
Dreger, Christian
98
Winter-Ebmer, Rudolf
97
Fritsch, Michael
95
Marcellino, Massimiliano
95
Puhani, Patrick A.
95
Wohar, Mark E.
95
MacDonald, Ronald
94
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Forschungsinstitut zur Zukunft der Arbeit
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Department of Economics working paper series
39
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
19
Discussion paper series / IZA
17
Working papers / University of Connecticut, Department of Economics
15
Discussion paper / Centre for Economic Policy Research
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
10
Economics working paper
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Research in international business and finance
9
Discussion papers of interdisciplinary research project 373
8
IZA Discussion Paper
8
Applied economics letters
7
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
7
Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
International journal of finance & economics : IJFE
6
Labour economics : official journal of the European Association of Labour Economists
6
International review of economics & finance : IREF
5
CESifo working papers
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Journal of forecasting
4
Macroeconomic dynamics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
CESifo Working Paper Series
3
Cege discussion paper
3
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of applied economics
3
Journal of international money and finance
3
Journal of macroeconomics
3
Journal of multinational financial management
3
SFB 649 discussion paper
3
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ECONIS (ZBW)
481
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1
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481
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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
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
7
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
8
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:
9
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:
10
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:
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