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subject:"Estimation"
subject:"Zeitreihenanalyse"
~person:"Addison, John T."
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~subject:"ARCH-Modell"
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Estimation
Zeitreihenanalyse
ARCH-Modell
Schätzung
505
Forecasting model
107
Prognoseverfahren
107
Volatility
105
Volatilität
105
USA
104
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104
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54
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54
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45
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42
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8
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Addison, John T.
Gupta, Rangan
Herwartz, Helmut
Caporale, Guglielmo Maria
369
Wagner, Joachim
272
Gil-Alaña, Luis A.
263
Belke, Ansgar
243
Schneider, Friedrich
195
Pesaran, M. Hashem
182
Heckman, James J.
177
Bahmani-Oskooee, Mohsen
162
McAleer, Michael
160
Schnabel, Claus
147
Buch, Claudia M.
144
Woessmann, Ludger
139
Narayan, Paresh Kumar
135
Riphahn, Regina T.
126
Cheung, Yin-Wong
121
Fitzenberger, Bernd
120
Bauer, Thomas K.
117
Pierdzioch, Christian
116
Görg, Holger
115
Nunnenkamp, Peter
115
Egger, Peter
114
Blundell, Richard W.
113
Lechner, Michael
113
Dreger, Christian
108
Berg, Gerard J. van den
107
Van Reenen, John
106
Dreher, Axel
104
Fritsch, Michael
104
Chinn, Menzie David
102
Winter-Ebmer, Rudolf
102
Ours, Jan C. van
100
Rycx, François
100
Chang, Tsangyao
97
Puhani, Patrick A.
97
Czarnitzki, Dirk
95
Hayo, Bernd
95
Wohar, Mark E.
95
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
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7
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1
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1
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Department of Economics working paper series
37
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33
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15
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
11
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
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9
Research in international business and finance
9
Discussion papers of interdisciplinary research project 373
8
Economics letters
8
Applied economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Arbeitsbericht / Universität Lüneburg, Fachbereich Wirtschafts- und Sozialwissenschaften
6
Economic modelling
6
International journal of finance & economics : IJFE
6
IZA Discussion Paper
5
International review of economics & finance : IREF
5
CESifo working papers
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Diskussionspapiere / Friedrich-Alexander-Universität, Lehrstuhl für Arbeitsmarkt- und Regionalpolitik
4
Journal of forecasting
4
Macroeconomic dynamics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Cege discussion paper
3
Discussion paper
3
Diskussionsbeitrag / Europäisches Institut für Internationale Wirtschaftsbeziehungen : europäische Wirtschaft und internationale Wirtschaftsbeziehungen
3
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für VWL, insbes. Arbeitsmarkt- und Regionalpolitik
3
Economic systems
3
Economics and Business Letters : EBL
3
Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International journal of forecasting
3
Journal of applied economics
3
Journal of international money and finance
3
Journal of macroeconomics
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Journal of multinational financial management
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ECONIS (ZBW)
505
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1
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10
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505
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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
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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