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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics and Business Letters : EBL"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~subject:"ARCH-Modell"
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Estimation
Zeitreihenanalyse
ARCH-Modell
Schätzung
3
Börsenkurs
2
Capital income
2
Forecasting model
2
Geldpolitik
2
Kapitaleinkommen
2
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Risk
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USA
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United States
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Volatility
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Volatilität
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monetary policy rate uncertainty
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ARCH model
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Bootstrap approach
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1
Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation theory
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Großbritannien
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Interest rate
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Schätztheorie
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Statistical test
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Statistischer Test
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United Kingdom
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Zins
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blockwise wild bootstrap
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daily US housing returns
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equity prices
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firm-level realized and implied volatilities
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randomized block size
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realized volatility
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risk-free interest rates
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risk-free rate
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serial correlation
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Gupta, Rangan
Herwartz, Helmut
Katrakilides, K.
2
Louri, Helen
2
Almail, Ali
1
Almudhaf, Fahad
1
Amiri, Arshia
1
Anih, Onyebuchi
1
Antunes, Micaela
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Asteriou, Dimitrios
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Azar, Samih Antoine
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Cai, Jinghan
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1
Che Loong Lee
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Christoforidis, Theodoros
1
Clance, Matthew W.
1
Colak, Yasemin
1
Consuegra, Meliyara
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Dean, James
1
Demirer, Rıza
1
Dimitriadis, Dimitrios
1
Durmaz, Nazif
1
Dēmelē, Sophias P.
1
ElBannan, Mona A.
1
Erden, Lutfi
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Eriotis, Nikolaos
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García-Verdugo Sales, Javier
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Georgantopoulos, Andreas G.
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Geōrgopoulos, Antōnēs N.
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Giakoumatos, Stefanos
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Imran, Syed Muhammad
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Jie, Tairu
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Kabbani, Rola
1
Kanu, Lawrence
1
Karadima, Maria
1
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Economics and Business Letters : EBL
Department of Economics working paper series
39
Working papers / University of Connecticut, Department of Economics
15
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Economics working paper
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Research in international business and finance
9
Discussion papers of interdisciplinary research project 373
8
Applied economics letters
7
Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Energy economics
4
Journal of forecasting
4
Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Cege discussion paper
3
Economic systems
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
Journal of applied economics
3
Journal of international money and finance
3
Journal of macroeconomics
3
Journal of multinational financial management
3
SFB 649 discussion paper
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
2
Annals of economics and finance
2
Applied quantitative finance
2
DIW Berlin Discussion Paper
2
Defence and peace economics
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Economics, management and financial markets
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ECONIS (ZBW)
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1
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
2
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
3
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
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