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subject:"United States"
type_genre:"Article in journal"
~person:"Frankel, Jeffrey A."
~person:"Gupta, Rangan"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
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United States
Germany
Prognoseverfahren
Volatility
Estimation
182
Schätzung
182
Forecasting model
64
Volatilität
61
Capital income
58
Kapitaleinkommen
58
Börsenkurs
55
Share price
55
USA
54
Aktienmarkt
40
Stock market
40
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36
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36
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35
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35
Time series analysis
32
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28
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28
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24
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24
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South Africa
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Nichtparametrisches Verfahren
18
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18
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17
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17
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9
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Article
119
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1
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Article in journal
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120
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52
Working Paper
52
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English
120
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Frankel, Jeffrey A.
Gupta, Rangan
Bahmani-Oskooee, Mohsen
54
Wagner, Joachim
51
Gil-Alaña, Luis A.
50
Pierdzioch, Christian
46
Wohar, Mark E.
43
Caporale, Guglielmo Maria
40
Ma, Feng
35
McMillan, David G.
34
Balcilar, Mehmet
31
Narayan, Paresh Kumar
29
Zaremba, Adam
29
Bollerslev, Tim
28
Bouri, Elie
26
McAleer, Michael
26
Todorov, Viktor
26
Xuan Vinh Vo
26
Apergēs, Nikolaos
25
Belke, Ansgar
25
Tiwari, Aviral Kumar
25
Wang, Yudong
24
Zhang, Yaojie
23
Fitzenberger, Bernd
22
Bellmann, Lutz
21
Kumar, Dilip
21
Moosa, Imad A.
21
Riphahn, Regina T.
21
Schnabel, Claus
21
Fritsch, Michael
20
Hsing, Yu
20
Salisu, Afees A.
20
Bohl, Martin T.
19
Döpke, Jörg
19
Mensi, Walid
19
Kang, Sang Hoon
18
Brooks, Robert
17
Buch, Claudia M.
17
Koopman, Siem Jan
17
Marcellino, Massimiliano
17
Serletis, Apostolos
17
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The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economic modelling
5
Economics letters
5
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Applied economics
3
Economics and Business Letters : EBL
3
Journal of forecasting
3
Research in international business and finance
3
The European journal of finance
3
Economics, management and financial markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
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 international money and finance
2
Journal of macroeconomics
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
Applied financial economics
1
Contemporary economics
1
Defence and peace economics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
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
International journal of strategic property management
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
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120
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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
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:
5
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:
6
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:
7
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
8
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
Saved in:
9
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:
10
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
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