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subject:"Volatilität"
~accessRights:"restricted"
~person:"Gupta, Rangan"
~subject:"Kausalanalyse"
~subject:"Kointegration"
~subject:"Schätztheorie"
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Volatilität
Kausalanalyse
Kointegration
Schätztheorie
Estimation
147
Schätzung
147
Forecasting model
58
Prognoseverfahren
58
Volatility
53
Capital income
52
Kapitaleinkommen
52
Börsenkurs
49
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49
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46
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36
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69
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Gupta, Rangan
Bahmani-Oskooee, Mohsen
46
Gil-Alaña, Luis A.
34
Balcilar, Mehmet
28
Ma, Feng
26
Tiwari, Aviral Kumar
24
Wohar, Mark E.
23
Bouri, Elie
21
Xuan Vinh Vo
20
Pierdzioch, Christian
19
Kang, Sang Hoon
17
Caporale, Guglielmo Maria
16
Lee, Chien-chiang
16
Marcellino, Massimiliano
16
Todorov, Viktor
16
Mensi, Walid
15
Shahbaz, Muhammad
15
Zhu, Huiming
15
Apergēs, Nikolaos
14
Yoon, Seong-min
14
Bollerslev, Tim
13
Hammoudeh, Shawkat
13
Jawadi, Fredj
13
Li, Jia
13
Shahzad, Syed Jawad Hussain
13
Wei, Yu
13
Wu, Xinyu
13
Chang, Tsangyao
12
Nonejad, Nima
12
Demirer, Rıza
11
Gao, Jiti
11
Kumar, Dilip
11
Salisu, Afees A.
11
Su, Chi-Wei
11
Tsionas, Efthymios G.
11
Wang, Yudong
11
Zhang, Yaojie
11
Chevallier, Julien
10
Karamelikli, Huseyin
10
Kelly, Bryan T.
10
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The North American journal of economics and finance : a journal of financial economics studies
8
International review of economics & finance : IREF
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Journal of multinational financial management
3
Applied economics
2
Applied economics letters
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Department of Economics working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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2
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2
International journal of finance & economics : IJFE
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
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
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Empirica : journal of european economics
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International journal of forecasting
1
International journal of strategic property management
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Journal of behavioral and experimental finance
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Journal of the Operational Research Society
1
Open economies review
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Structural change and economic dynamics : SC+ED
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
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