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subject:"Prognoseverfahren"
~isPartOf:"Journal of international trade & economic development : an international and comparative review"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Gupta, Rangan"
~subject:"Impact assessment"
~subject:"Realized volatility"
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Prognoseverfahren
Impact assessment
Realized volatility
Estimation
13
Schätzung
13
Volatility
7
Volatilität
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
USA
6
United States
6
Aktienmarkt
5
Forecasting model
5
Stock market
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikomaß
3
Risk measure
3
Schock
3
Shock
3
Spillover effect
3
Spillover-Effekt
3
Wirkungsanalyse
3
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
2
Bayesian inference
2
Emerging economies
2
Geldpolitik
2
Immobilienpreis
2
Monetary policy
2
Nonparametric causality-in-quantiles test
2
Panel
2
Panel study
2
Real estate price
2
Regression analysis
2
Regressionsanalyse
2
Risiko
2
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English
8
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Gupta, Rangan
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Wohar, Mark E.
3
Balcilar, Mehmet
2
Hau, Liya
2
Olasehinde-Williams, Godwin
2
Zhu, Huiming
2
Ahmad, Nasir
1
Alemany, Nuria
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Bec, Frédérique
1
Beckmann, Joscha
1
Belke, Ansgar
1
Bellos, Sotirios K.
1
Ben Omrane, Walid
1
Brugal, Ivan
1
Cakan, Esin
1
Caporin, Massimiliano
1
Castillo B., Paul
1
Chang, Carolyn C. W.
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
Chen, An-sing
1
Chen, Cathy W. S.
1
Chen, Qitong
1
Chen, Weiyan
1
Chen, Zan
1
Cheng, Lee-Young
1
Chong, Lee Lee
1
Christou, Christina
1
Croushore, Dean Darrell
1
Dash, Saumya Ranjan
1
David, Or
1
Demirer, Rıza
1
Denault, Michel
1
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Journal of international trade & economic development : an international and comparative review
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
20
Finance research letters
7
Applied economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Economic modelling
3
Economics letters
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Economics and Business Letters : EBL
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of multinational financial management
2
Open economies review
2
Research in international business and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finmap working paper
1
International journal of forecasting
1
International review of financial analysis
1
Journal of economic studies
1
Journal of financial markets
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Panoeconomicus
1
Quantitative finance
1
Structural change and economic dynamics : SC+ED
1
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ECONIS (ZBW)
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1
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
4
The impact of US uncertainty shocks on a panel of advanced and emerging market economies
Gupta, Rangan
;
Olasehinde-Williams, Godwin
;
Wohar, Mark E.
- In:
Journal of international trade & economic development : …
29
(
2020
)
6
,
pp. 711-721
Persistent link: https://www.econbiz.de/10012264106
Saved in:
5
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
6
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
7
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
8
Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Cakan, Esin
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
Saved in:
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