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subject:"Time series analysis"
subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
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Time series analysis
Volatilität
USA
Estimation
176
Schätzung
176
Forecasting model
64
Prognoseverfahren
64
Volatility
61
Capital income
59
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59
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56
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56
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53
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41
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36
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106
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Gupta, Rangan
Gil-Alaña, Luis A.
99
Bahmani-Oskooee, Mohsen
64
Caporale, Guglielmo Maria
58
Tiwari, Aviral Kumar
42
Wohar, Mark E.
41
Chang, Tsangyao
32
Balcilar, Mehmet
29
Bollerslev, Tim
28
Pierdzioch, Christian
28
Ma, Feng
27
Moosa, Imad A.
27
Bouri, Elie
26
McAleer, Michael
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Apergēs, Nikolaos
24
McMillan, David G.
24
Narayan, Paresh Kumar
22
Koopman, Siem Jan
20
Kumar, Dilip
20
Serletis, Apostolos
20
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19
Miller, Stephen M.
19
Payne, James E.
19
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18
Hsing, Yu
18
Kang, Sang Hoon
18
Lee, Chien-chiang
18
Mensi, Walid
18
Hammoudeh, Shawkat
17
Jawadi, Fredj
17
Salisu, Afees A.
17
Caporin, Massimiliano
16
Rashid, Abdul
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Belke, Ansgar
15
Sarno, Lucio
15
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The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
5
Applied economics letters
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
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International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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2
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2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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International journal of forecasting
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International journal of strategic property management
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Journal of behavioral and experimental finance
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ECONIS (ZBW)
106
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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
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:
3
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:
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
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
7
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:
8
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
9
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:
10
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
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