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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Chang, Tsangyao"
~person:"Gupta, Rangan"
~person:"Wilke, Ralf A."
~subject:"Arbeitslosigkeit"
~subject:"Volatility"
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Zeitreihenanalyse
Arbeitslosigkeit
Volatility
Schätzung
486
Estimation
483
Deutschland
118
Germany
117
USA
97
United States
97
Forecasting model
94
Prognoseverfahren
94
Volatilität
81
Time series analysis
79
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73
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73
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72
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72
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66
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61
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38
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57
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56
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56
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Language
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English
197
German
4
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Zimmermann, Klaus F.
Chang, Tsangyao
Gupta, Rangan
Wilke, Ralf A.
Gil-Alaña, Luis A.
188
Caporale, Guglielmo Maria
178
McAleer, Michael
94
Koopman, Siem Jan
57
Pierdzioch, Christian
57
Pesaran, M. Hashem
53
Belke, Ansgar
48
Ours, Jan C. van
48
Bahmani-Oskooee, Mohsen
47
Bollerslev, Tim
45
Berg, Gerard J. van den
43
Puhani, Patrick A.
38
Tiwari, Aviral Kumar
37
Hautsch, Nikolaus
36
Härdle, Wolfgang
36
Fitzenberger, Bernd
35
Rosholm, Michael
35
Addison, John T.
34
Herwartz, Helmut
34
Miller, Stephen M.
34
Todorov, Viktor
34
Uhlendorff, Arne
34
Engle, Robert F.
32
Lalive, Rafael
32
Chang, Chia-Lin
31
Kapetanios, George
31
Wohar, Mark E.
31
Bouri, Elie
30
Asai, Manabu
29
Portugal, Pedro
29
Caporin, Massimiliano
28
Chan, Joshua
28
Döpke, Jörg
28
Marcellino, Massimiliano
28
Franses, Philip Hans
27
Gao, Jiti
27
Hujer, Reinhard
27
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Zentrum für Europäische Wirtschaftsforschung
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Department of Economics working paper series
22
ZEW discussion papers
12
Applied economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics letters
6
IZA Discussion Paper
6
Discussion paper series / IZA
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Working papers / University of Connecticut, Department of Economics
5
ZEW - Centre for European Economic Research Discussion Paper
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Economics letters
3
Finance research letters
3
International review of economics & finance : IREF
3
Journal of multinational financial management
3
Research in international business and finance
3
Applied economics quarterly
2
Applied financial economics
2
DIW Berlin Discussion Paper
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Economics and Business Letters : EBL
2
Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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
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ECONIS (ZBW)
201
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1
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201
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
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