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subject:"United Kingdom"
~person:"Gupta, Rangan"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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United Kingdom
Theory
Volatility
Estimation
175
Schätzung
175
Forecasting model
63
Prognoseverfahren
63
Volatilität
60
Capital income
57
Kapitaleinkommen
57
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54
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54
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53
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39
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80
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Gupta, Rangan
Gil-Alaña, Luis A.
61
Bahmani-Oskooee, Mohsen
50
Caporale, Guglielmo Maria
47
Wohar, Mark E.
36
Serletis, Apostolos
29
Bollerslev, Tim
28
Ma, Feng
28
McAleer, Michael
28
Pierdzioch, Christian
28
Tiwari, Aviral Kumar
26
Todorov, Viktor
26
Apergēs, Nikolaos
25
Kumbhakar, Subal
25
Bouri, Elie
23
Balcilar, Mehmet
22
Belke, Ansgar
22
Narayan, Paresh Kumar
22
Xuan Vinh Vo
22
Brooks, Robert
21
Moosa, Imad A.
21
Blundell, Richard W.
20
Kumar, Dilip
20
Lee, Chien-chiang
19
MacDonald, Ronald
19
McMillan, David G.
19
Kang, Sang Hoon
18
Peel, David
18
Rashid, Abdul
18
Hamori, Shigeyuki
17
Hautsch, Nikolaus
17
Jawadi, Fredj
17
Mensi, Walid
17
Tauchen, George Eugene
17
Asai, Manabu
16
Chiang, Thomas C.
16
Fabozzi, Frank J.
16
Herwartz, Helmut
16
Yoon, Seong-min
16
Creedy, John
15
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The North American journal of economics and finance : a journal of financial economics studies
8
International journal of finance & economics : IJFE
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Applied economics letters
3
Finance research letters
3
Journal of macroeconomics
3
Journal of multinational financial management
3
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3
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2
Economics and Business Letters : EBL
2
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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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
Macroeconomic dynamics
2
The European journal of finance
2
Annals of economics and finance
1
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
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1
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
Journal of applied economics
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
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Journal of international commerce, economics and policy
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Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
Journal of the Operational Research Society
1
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ECONIS (ZBW)
80
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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 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:
3
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
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:
5
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
6
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:
7
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
8
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
Saved in:
9
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
10
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
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