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subject:"EU-Staaten"
subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"Schock"
~subject:"World"
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EU-Staaten
Volatility
ARCH-Modell
Schock
World
Estimation
254
Schätzung
254
USA
90
United States
90
Forecasting model
86
Prognoseverfahren
86
Volatilität
82
Capital income
74
Kapitaleinkommen
74
Börsenkurs
71
Share price
71
Risiko
57
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57
Aktienmarkt
49
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48
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36
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36
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36
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29
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29
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27
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25
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24
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24
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24
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24
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23
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23
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23
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22
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English
126
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Gupta, Rangan
Caporale, Guglielmo Maria
128
Belke, Ansgar
125
Schneider, Friedrich
123
McAleer, Michael
106
Buch, Claudia M.
95
Dreher, Axel
75
Woessmann, Ludger
72
Herwartz, Helmut
67
MacDonald, Ronald
64
Pierdzioch, Christian
63
Voigt, Stefan
62
Gil-Alaña, Luis A.
59
Rose, Andrew
57
Pesaran, M. Hashem
53
Mumtaz, Haroon
52
Bahmani-Oskooee, Mohsen
51
Hayo, Bernd
50
Nunnenkamp, Peter
50
Bollerslev, Tim
49
Cheung, Yin-Wong
48
Van Reenen, John
48
Afonso, António
46
Levine, Ross
45
Eickmeier, Sandra
44
Döpke, Jörg
43
Koopman, Siem Jan
42
Chang, Chia-Lin
41
Chinn, Menzie David
41
Aghion, Philippe
40
Dreger, Christian
40
Acemoglu, Daron
39
Marcellino, Massimiliano
39
Yilmazkuday, Hakan
39
Engle, Robert F.
38
Haan, Jakob de
38
Aizenman, Joshua
37
Badinger, Harald
37
Barro, Robert J.
36
Forni, Mario
36
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Department of Economics working paper series
29
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Research in international business and finance
4
Economics letters
3
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
The European journal of finance
3
Working papers / University of Connecticut, Department of Economics
3
Economic modelling
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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2
International review of economics & finance : IREF
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 macroeconomics
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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1
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
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ECONIS (ZBW)
126
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
9
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:
10
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:
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