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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Macroeconomic dynamics"
~person:"Gupta, Rangan"
~subject:"Volatility"
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Estimation
Zeitreihenanalyse
Volatility
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8
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5
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5
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4
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4
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3
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Gupta, Rangan
Chang, Tsangyao
33
Su, Chi-Wei
15
Gil-Alaña, Luis A.
12
Bahmani-Oskooee, Mohsen
10
Serletis, Apostolos
9
Afonso, António
8
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Pesaran, M. Hashem
8
Wagner, Joachim
8
Caporale, Guglielmo Maria
7
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7
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7
Lee, Chia-hao
7
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7
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6
Liu, Wen-chi
6
Sosvilla-Rivero, Simón
6
Wohar, Mark E.
6
Brunello, Giorgio
5
Hamori, Shigeyuki
5
Jawadi, Fredj
5
Kilian, Lutz
5
Koop, Gary
5
Liu, Yu-Shao
5
Lu, Yang-cheng
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Pierdzioch, Christian
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Riphahn, Regina T.
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Tiwari, Aviral Kumar
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Zhu, Meng-Nan
5
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4
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4
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4
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4
Cebula, Richard J.
4
Chong, Terence Tai-Leung
4
Clark, Todd E.
4
Cockx, Bart
4
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4
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Applied economics letters
Journal of applied econometrics
Labour economics : official journal of the European Association of Labour Economists
Macroeconomic dynamics
Department of Economics working paper series
37
Working papers / University of Connecticut, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
10
Applied economics
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Economic modelling
5
International review of economics & finance : IREF
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
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The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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2
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Emerging markets review
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Empirica : journal of european economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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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 applied economics
2
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Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
2
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
3
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
4
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
5
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
6
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
7
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
Saved in:
8
A time-varying approach of the US welfare cost of inflation
Miller, Stephen M.
;
Martins, Luís Filipe
;
Gupta, Rangan
- In:
Macroeconomic dynamics
23
(
2019
)
2
,
pp. 775-797
Persistent link: https://www.econbiz.de/10012126634
Saved in:
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