//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~person:"Gupta, Rangan"
~subject:"VAR model"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
VAR model
Volatilität
Estimation
240
Schätzung
240
Forecasting model
85
Prognoseverfahren
85
USA
85
United States
85
Volatility
82
Capital income
76
Kapitaleinkommen
76
Börsenkurs
71
Share price
71
Risiko
55
Risk
55
Aktienmarkt
50
Stock market
50
Welt
50
World
50
Time series analysis
47
Zeitreihenanalyse
47
VAR-Modell
35
Inflation
34
Theorie
29
Theory
29
Immobilienpreis
28
Real estate price
28
ARCH model
25
ARCH-Modell
25
Climate change
25
Klimawandel
25
Causality analysis
23
Geldpolitik
23
Kausalanalyse
23
Monetary policy
23
Schock
23
Shock
23
Cointegration
22
Kointegration
22
Nichtparametrisches Verfahren
21
more ...
less ...
Online availability
All
Undetermined
66
Free
34
Type of publication
All
Article
79
Book / Working Paper
30
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Non-commercial literature
Aufsatz in Zeitschrift
80
Arbeitspapier
29
Graue Literatur
29
Working Paper
29
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
109
Author
All
Gupta, Rangan
McAleer, Michael
72
Pesaran, M. Hashem
62
Caporale, Guglielmo Maria
55
Marcellino, Massimiliano
49
Belke, Ansgar
47
Pierdzioch, Christian
47
Mumtaz, Haroon
44
Gao, Jiti
37
Härdle, Wolfgang
37
Gambetti, Luca
36
Huber, Florian
35
Bollerslev, Tim
34
Kapetanios, George
34
Lütkepohl, Helmut
34
Bahmani-Oskooee, Mohsen
33
Hautsch, Nikolaus
33
Herwartz, Helmut
33
Linton, Oliver
32
Todorov, Viktor
31
Wohar, Mark E.
31
Balcilar, Mehmet
29
Forni, Mario
29
Theodoridis, Konstantinos
29
Bouri, Elie
28
Tiwari, Aviral Kumar
28
Döpke, Jörg
27
Asai, Manabu
26
Gil-Alaña, Luis A.
26
Koop, Gary
26
Ma, Feng
26
Rodriguez, Gabriel
25
Cai, Zongwu
24
Koopman, Siem Jan
24
Rubio-Ramírez, Juan Francisco
24
Sala, Luca
24
Caporin, Massimiliano
23
Chudik, Alexander
23
Castelnuovo, Efrem
22
Xuan Vinh Vo
22
more ...
less ...
Published in...
All
Department of Economics working paper series
21
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working papers / University of Connecticut, Department of Economics
4
Applied economics letters
3
Economic modelling
3
Economics and Business Letters : EBL
3
Energy economics
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Research in international business and finance
3
Applied economics
2
Economics letters
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
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 multinational financial management
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Cardiff economics working papers
1
Defence and peace economics
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finmap working paper
1
Global Research Unit working paper
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
Journal of behavioral and experimental finance
1
Journal of business economics and management
1
Journal of economic studies
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
109
Showing
1
-
10
of
109
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
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
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
7
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:
8
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:
9
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:
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->