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subject:"Schock"
subject:"Volatilität"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Kumbhakar, Subal"
~subject:"Theorie"
~type:"article"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
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Estimation
252
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252
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68
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66
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66
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61
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Balcilar, Mehmet
Gupta, Rangan
Kumbhakar, Subal
Gil-Alaña, Luis A.
49
Bahmani-Oskooee, Mohsen
48
Caporale, Guglielmo Maria
42
Wohar, Mark E.
37
Pierdzioch, Christian
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Tiwari, Aviral Kumar
32
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Ma, Feng
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Todorov, Viktor
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Belke, Ansgar
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25
Bouri, Elie
24
Xuan Vinh Vo
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Narayan, Paresh Kumar
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Brooks, Robert
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Lee, Chien-chiang
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19
Rashid, Abdul
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Hammoudeh, Shawkat
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Koop, Gary
17
Moosa, Imad A.
17
Tauchen, George Eugene
17
Asai, Manabu
16
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The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
5
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4
European journal of operational research : EJOR
4
Finance research letters
4
International journal of finance & economics : IJFE
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ECONIS (ZBW)
119
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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 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:
3
Estimating persistent and transient technical efficiency and their determinants in the presence of heterogeneity and endogeneity
Bokuševa, Raušan
;
Čechura, Lukáš
;
Kumbhakar, Subal
- In:
Journal of agricultural economics : JAE
74
(
2023
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10014342552
Saved in:
4
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
9
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
10
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
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