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subject:"USA"
subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Kilian, Lutz"
~subject:"Börsenkurs"
~subject:"Estimation theory"
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USA
Volatilität
Börsenkurs
Estimation theory
Estimation
336
Schätzung
336
United States
117
Forecasting model
111
Prognoseverfahren
111
Volatility
87
Share price
77
Capital income
75
Kapitaleinkommen
75
Welt
68
World
68
Theorie
61
Theory
61
Risiko
59
Risk
59
Oil price
58
Ölpreis
58
Time series analysis
57
Zeitreihenanalyse
57
VAR model
53
VAR-Modell
53
Aktienmarkt
50
Stock market
50
Inflation
42
Schock
32
Shock
32
Immobilienpreis
29
Real estate price
29
Business cycle
27
Climate change
27
Klimawandel
27
Konjunktur
27
ARCH model
26
ARCH-Modell
26
Cointegration
25
Kointegration
25
Causality analysis
24
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Article
119
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87
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73
Graue Literatur
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Non-commercial literature
73
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English
206
Author
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Gupta, Rangan
Kilian, Lutz
Caporale, Guglielmo Maria
167
Gil-Alaña, Luis A.
113
McAleer, Michael
107
Pesaran, M. Hashem
89
Pierdzioch, Christian
83
Heckman, James J.
80
Belke, Ansgar
68
Bollerslev, Tim
67
Wohar, Mark E.
64
Bahmani-Oskooee, Mohsen
55
Koopman, Siem Jan
55
Engle, Robert F.
54
Hautsch, Nikolaus
54
Marcellino, Massimiliano
52
McMillan, David G.
51
Härdle, Wolfgang
50
Narayan, Paresh Kumar
49
Diebold, Francis X.
48
Timmermann, Allan
48
Bohl, Martin T.
47
Tiwari, Aviral Kumar
47
Herwartz, Helmut
46
Cheung, Yin-Wong
45
Gao, Jiti
45
Balcilar, Mehmet
44
Kapetanios, George
44
Todorov, Viktor
43
Hamermesh, Daniel S.
42
Miller, Stephen M.
41
Zaremba, Adam
40
Döpke, Jörg
39
Linton, Oliver
38
Stulz, René M.
38
Bouri, Elie
36
Ghysels, Eric
36
Schorfheide, Frank
36
Allen, David E.
35
Ludvigson, Sydney C.
35
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Department of Economics working paper series
29
The North American journal of economics and finance : a journal of financial economics studies
11
Working papers / University of Connecticut, Department of Economics
11
Discussion paper / Centre for Economic Policy Research
8
Applied economics letters
5
CESifo working papers
5
Economics letters
5
Finance research letters
5
International review of economics & finance : IREF
5
Research in international business and finance
5
CFS working paper series
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics and Business Letters : EBL
3
International finance discussion papers
3
International journal of finance & economics : IJFE
3
Journal of money, credit and banking : JMCB
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
Applied economics
2
CESifo Working Paper Series
2
Economic systems
2
Economics, management and financial markets
2
Energy economics
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
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
Staff working paper / Bank of Canada
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
The review of economics and statistics
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Cardiff economics working papers
1
DIW Berlin Discussion Paper
1
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ECONIS (ZBW)
206
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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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
3
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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