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subject:"Volatilität"
~person:"Andersen, Torben"
~person:"Döpke, Jörg"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation"
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Volatilität
Schätztheorie
VAR-Modell
Schätzung
373
Estimation
372
Volatility
128
Forecasting model
118
Prognoseverfahren
118
USA
110
United States
110
Capital income
99
Kapitaleinkommen
99
Börsenkurs
97
Share price
97
Deutschland
66
Germany
66
Time series analysis
64
Zeitreihenanalyse
64
Risiko
62
Risk
62
Aktienmarkt
61
Stock market
59
Theorie
58
Theory
58
Welt
57
World
57
Business cycle
56
Konjunktur
56
Inflation
44
VAR model
43
Schock
35
Shock
35
ARCH model
31
ARCH-Modell
31
Großbritannien
31
United Kingdom
31
Climate change
29
Immobilienpreis
29
Klimawandel
29
Real estate price
29
Cointegration
27
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All
Undetermined
71
Free
61
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Article
104
Book / Working Paper
61
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Article in journal
104
Aufsatz in Zeitschrift
104
Arbeitspapier
55
Working Paper
55
Graue Literatur
53
Non-commercial literature
53
Aufsatz im Buch
1
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1
Conference paper
1
Konferenzbeitrag
1
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Language
All
English
165
Author
All
Andersen, Torben
Döpke, Jörg
Gupta, Rangan
McAleer, Michael
91
Pesaran, M. Hashem
90
Caporale, Guglielmo Maria
68
Pierdzioch, Christian
55
Belke, Ansgar
52
Marcellino, Massimiliano
50
Bollerslev, Tim
46
Mumtaz, Haroon
46
Gambetti, Luca
44
Gao, Jiti
43
Diebold, Francis X.
41
Härdle, Wolfgang
41
Kapetanios, George
41
Hautsch, Nikolaus
39
Herwartz, Helmut
39
Lütkepohl, Helmut
39
Chudik, Alexander
37
Huber, Florian
37
Wohar, Mark E.
36
Bahmani-Oskooee, Mohsen
34
Forni, Mario
34
Todorov, Viktor
34
Linton, Oliver
32
Engle, Robert F.
31
Koop, Gary
31
Koopman, Siem Jan
31
Sala, Luca
30
Theodoridis, Konstantinos
30
Asai, Manabu
29
Balcilar, Mehmet
29
Bouri, Elie
29
Caporin, Massimiliano
29
Tiwari, Aviral Kumar
29
Gil-Alaña, Luis A.
27
Buch, Claudia M.
26
Clark, Todd E.
26
Ma, Feng
26
Chang, Chia-Lin
25
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Institution
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Institut für Weltwirtschaft
1
Université de Montréal / Département de sciences économiques
1
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Department of Economics working paper series
21
Kieler Arbeitspapiere
9
The North American journal of economics and finance : a journal of financial economics studies
8
Kiel working paper
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Journal of econometrics
4
Working paper / National Bureau of Economic Research, Inc.
4
Working papers / University of Connecticut, Department of Economics
4
Applied economics letters
3
Economic modelling
3
Economics and Business Letters : EBL
3
Energy economics
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Research in international business and finance
3
Applied economics
2
Discussion paper / Deutsche Bundesbank
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
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 financial markets
2
Journal of multinational financial management
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Vierteljahrshefte zur Wirtschaftsforschung
2
American Economic Review papers and proceedings
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 1 Discussion Paper
1
Bundesbank Series 2 Discussion Paper
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cardiff economics working papers
1
Defence and peace economics
1
Economics : the open-access, open-assessment e-journal
1
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ECONIS (ZBW)
165
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1
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165
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
7
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:
8
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:
9
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:
10
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
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