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source:"econis"
subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Volatility
Prognoseverfahren
Zeitreihenanalyse
Estimation
251
Schätzung
251
USA
89
United States
89
Forecasting model
85
Volatilität
81
Capital income
73
Kapitaleinkommen
73
Börsenkurs
70
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70
Risiko
57
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57
Aktienmarkt
49
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Welt
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World
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24
Kausalanalyse
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24
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23
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23
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23
Shock
23
Nichtparametrisches Verfahren
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English
147
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Gupta, Rangan
Caporale, Guglielmo Maria
184
Gil-Alaña, Luis A.
182
McAleer, Michael
99
Pierdzioch, Christian
79
Pesaran, M. Hashem
69
Koopman, Siem Jan
62
Marcellino, Massimiliano
59
McMillan, David G.
54
Härdle, Wolfgang
52
Bollerslev, Tim
50
Herwartz, Helmut
48
Bahmani-Oskooee, Mohsen
47
Döpke, Jörg
45
Diebold, Francis X.
43
Hautsch, Nikolaus
43
Kapetanios, George
42
Franses, Philip Hans
39
Wohar, Mark E.
39
Narayan, Paresh Kumar
37
Tiwari, Aviral Kumar
37
Balcilar, Mehmet
36
Belke, Ansgar
36
Chang, Chia-Lin
35
Ma, Feng
35
Todorov, Viktor
35
Bouri, Elie
34
Cheung, Yin-Wong
34
Timmermann, Allan
33
Engle, Robert F.
32
Koop, Gary
32
Caporin, Massimiliano
31
Ghysels, Eric
31
Miller, Stephen M.
31
Zaremba, Adam
31
Clark, Todd E.
30
Huber, Florian
30
Swanson, Norman R.
30
Asai, Manabu
29
Gao, Jiti
28
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Department of Economics working paper series
24
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
Economic modelling
5
Working papers / University of Connecticut, Department of Economics
5
Applied economics letters
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Research in international business and finance
3
The European journal of finance
3
Economics and Business Letters : EBL
2
Emerging markets review
2
Energy economics
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 macroeconomics
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo working papers
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Cardiff economics working papers
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Contemporary economics
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Defence and peace economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
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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
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
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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