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subject:"Aktienmarkt"
subject:"Time series analysis"
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Time series analysis
Estimation
209
Schätzung
209
Forecasting model
76
Prognoseverfahren
76
Börsenkurs
68
Capital income
68
Kapitaleinkommen
68
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68
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57
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45
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Gupta, Rangan
Pierdzioch, Christian
Gil-Alaña, Luis A.
90
Caporale, Guglielmo Maria
47
Tiwari, Aviral Kumar
37
Chang, Tsangyao
27
Zaremba, Adam
26
Wohar, Mark E.
23
Ma, Feng
20
McMillan, David G.
20
Narayan, Paresh Kumar
20
Moosa, Imad A.
19
Balcilar, Mehmet
17
Sehgal, Sanjay
17
Chiang, Thomas C.
15
Salisu, Afees A.
15
Yoon, Seong-min
15
Bahmani-Oskooee, Mohsen
14
Koopman, Siem Jan
14
Brooks, Robert
13
Hammoudeh, Shawkat
13
Ramírez, Miguel D.
13
Ranjbar, Omid
13
Xuan Vinh Vo
13
Zhang, Yaojie
13
Bouri, Elie
12
Jawadi, Fredj
12
Mensi, Walid
12
Tauchen, George Eugene
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Yaya, OlaOluwa S.
12
Bekiros, Stelios
11
Demirer, Rıza
11
Kang, Sang Hoon
11
Lee, Chien-chiang
11
Li, Jia
11
Todorov, Viktor
11
Österholm, Pär
11
Bollerslev, Tim
10
Caporin, Massimiliano
10
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10
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The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
4
Research in international business and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Economic modelling
2
Economics letters
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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The European journal of finance
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1
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
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1
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The journal of international trade & economic development
1
The journal of real estate finance and economics
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The quarterly review of economics and finance
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ECONIS (ZBW)
69
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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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
4
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
8
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
9
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
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