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subject:"Prognoseverfahren"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Volatility"
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Prognoseverfahren
Geldpolitik
Volatility
Estimation
252
Schätzung
252
USA
89
United States
89
Forecasting model
86
Volatilität
82
Capital income
74
Kapitaleinkommen
74
Börsenkurs
71
Share price
71
Risiko
57
Risk
57
Aktienmarkt
49
Stock market
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Welt
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World
49
Time series analysis
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Zeitreihenanalyse
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Inflation
36
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VAR-Modell
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Theorie
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Theory
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Climate change
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25
ARCH-Modell
25
Causality analysis
24
Cointegration
24
Kausalanalyse
24
Kointegration
24
Monetary policy
23
Schock
23
Shock
23
Nichtparametrisches Verfahren
22
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36
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Article
102
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Gupta, Rangan
McAleer, Michael
96
Belke, Ansgar
93
Caporale, Guglielmo Maria
81
Pierdzioch, Christian
75
Marcellino, Massimiliano
64
Pesaran, M. Hashem
53
McMillan, David G.
50
Bollerslev, Tim
49
Härdle, Wolfgang
47
Herwartz, Helmut
46
Mumtaz, Haroon
44
Schorfheide, Frank
44
Diebold, Francis X.
43
Wohar, Mark E.
42
Koopman, Siem Jan
40
Bahmani-Oskooee, Mohsen
39
Döpke, Jörg
39
Hautsch, Nikolaus
39
Huber, Florian
37
Ma, Feng
37
Todorov, Viktor
35
Christiano, Lawrence J.
34
Gil-Alaña, Luis A.
34
Siklos, Pierre L.
34
Balcilar, Mehmet
33
Bouri, Elie
33
Chang, Chia-Lin
32
Cheung, Yin-Wong
32
Timmermann, Allan
32
Clark, Todd E.
31
Wolters, Jürgen
31
Zaremba, Adam
31
Leeper, Eric M.
30
Schrimpf, Andreas
30
Asai, Manabu
29
Buch, Claudia M.
29
Hayo, Bernd
29
Lütkepohl, Helmut
29
Narayan, Paresh Kumar
29
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Department of Economics working paper series
26
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
5
Applied economics
4
Research in international business and finance
4
Applied economics letters
3
Economics letters
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Journal of macroeconomics
3
The European journal of finance
3
Economics and Business Letters : EBL
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
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
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1
Economics / Journal articles : the open-access, open-assessment journal
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Economics, management and financial markets
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
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
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ECONIS (ZBW)
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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
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:
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
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:
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
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:
7
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:
8
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:
9
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:
10
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:
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