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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~language:"eng"
~person:"Chan, Joshua"
~person:"Chang, Tsangyao"
~person:"Gupta, Rangan"
~subject:"Volatilität"
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Zeitreihenanalyse
Volatilität
Schätzung
480
Estimation
478
USA
107
United States
107
Volatility
100
Forecasting model
98
Prognoseverfahren
98
Time series analysis
97
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77
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77
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Zimmermann, Klaus F.
Chan, Joshua
Chang, Tsangyao
Gupta, Rangan
Gil-Alaña, Luis A.
183
Caporale, Guglielmo Maria
179
McAleer, Michael
94
Pierdzioch, Christian
56
Koopman, Siem Jan
55
Pesaran, M. Hashem
53
Bahmani-Oskooee, Mohsen
47
Bollerslev, Tim
45
Tiwari, Aviral Kumar
38
Hautsch, Nikolaus
36
Härdle, Wolfgang
36
Todorov, Viktor
34
Engle, Robert F.
32
Belke, Ansgar
31
Chang, Chia-Lin
31
Kapetanios, George
31
Wohar, Mark E.
31
Bouri, Elie
30
Herwartz, Helmut
30
Miller, Stephen M.
30
Asai, Manabu
29
Caporin, Massimiliano
28
Döpke, Jörg
28
Marcellino, Massimiliano
28
Gao, Jiti
27
Koop, Gary
27
Diebold, Francis X.
26
Ma, Feng
26
McMillan, David G.
26
Balcilar, Mehmet
25
Buch, Claudia M.
25
Franses, Philip Hans
25
Narayan, Paresh Kumar
25
Mumtaz, Haroon
24
Cheung, Yin-Wong
23
Sibbertsen, Philipp
23
Andersen, Torben
22
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Department of Economics working paper series
23
CAMA working paper series
11
Applied economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics letters
5
Working papers / University of Connecticut, Department of Economics
5
Economics letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International review of economics & finance : IREF
3
Research in international business and finance
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Applied economics quarterly
2
Applied financial economics
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics and Business Letters : EBL
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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GRIPS discussion papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Open economies review
2
Romanian journal of economic forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The empirical economics letters : a monthly international journal of economics
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CAMA Working Paper
1
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ECONIS (ZBW)
172
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172
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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
Saved in:
9
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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