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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~person:"Caporale, Guglielmo Maria"
~person:"Grobys, Klaus"
~person:"Gupta, Rangan"
~subject:"United States"
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Volatilität
United States
Estimation
16
Schätzung
16
Time series analysis
6
USA
6
Zeitreihenanalyse
6
Capital income
5
Kapitaleinkommen
5
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Caporale, Guglielmo Maria
Grobys, Klaus
Gupta, Rangan
Gil-Alaña, Luis A.
5
Bahmani-Oskooee, Mohsen
3
Chang, Tsangyao
3
Goel, Rajeev K.
3
Bhaskara Rao, Buddhavarapu
2
Blazsek, Szabolcs
2
Haley, M. Ryan
2
Hegerty, Scott W.
2
Huang, Ho-chuan
2
Jawadi, Fredj
2
Ma, Feng
2
McKenzie, Jordi
2
Morley, Bruce
2
Nieh, Chien-chung
2
Olson, Eric
2
Sheng, Xin
2
Tobing, Elwin
2
Wang, Xunxiao
2
Wohar, Mark E.
2
Wu, Xinyu
2
Yeh, Chih-chuan
2
Yoon, Gawon
2
Aadland, David
1
Acharya, Ram N.
1
Ajilore, Olugbenga
1
Akashi-Ronquest, Naoko
1
Al-Rashidi, Atef
1
Ameur, Hachmi Ben
1
An, Zhen
1
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1
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1
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1
Arnade, Carlos Anthony
1
Arnold, Ivo J. M.
1
Arouri, Mohamed
1
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1
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1
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Applied economics letters
Department of Economics working paper series
28
CESifo working papers
24
Economics and finance working paper series
23
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
CESifo Working Paper Series
12
DIW Berlin Discussion Paper
11
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
9
CESifo Working Paper
8
Economics letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
Research in international business and finance
5
Discussion paper / Centre for Economic Forecasting
4
Economic modelling
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Applied financial economics
3
Department of Economics working papers
3
Economics and Business Letters : EBL
3
Journal of international money and finance
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Open economies review
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2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Economics, management and financial markets
2
Empirica : journal of european economics
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of multinational financial management
2
Review of financial economics : RFE
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Cardiff economics working papers
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
3
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
4
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
5
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
6
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
Saved in:
7
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
8
Is the asset growth anomaly driven by macroeconomic states?
Grobys, Klaus
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 576-579
Persistent link: https://www.econbiz.de/10011627986
Saved in:
9
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
10
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
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