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subject:"Volatilität"
~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~subject:"Estimation"
~subject:"Schätztheorie"
~subject:"VAR-Modell"
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Volatilität
Estimation
Schätztheorie
VAR-Modell
Schätzung
288
USA
107
United States
107
Volatility
106
Forecasting model
96
Prognoseverfahren
96
Capital income
90
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90
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23
Nichtparametrisches Verfahren
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288
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Andersen, Torben
Gupta, Rangan
Caporale, Guglielmo Maria
372
Wagner, Joachim
272
Gil-Alaña, Luis A.
267
Belke, Ansgar
242
Schneider, Friedrich
194
Pesaran, M. Hashem
182
Heckman, James J.
177
Bahmani-Oskooee, Mohsen
162
McAleer, Michael
159
Schnabel, Claus
147
Buch, Claudia M.
144
Woessmann, Ludger
139
Addison, John T.
137
Narayan, Paresh Kumar
135
Riphahn, Regina T.
128
Cheung, Yin-Wong
121
Fitzenberger, Bernd
121
Herwartz, Helmut
118
Pierdzioch, Christian
118
Bauer, Thomas K.
117
Görg, Holger
115
Nunnenkamp, Peter
115
Egger, Peter
114
Blundell, Richard W.
112
Lechner, Michael
112
Van Reenen, John
110
Berg, Gerard J. van den
108
Dreger, Christian
108
Dreher, Axel
104
Fritsch, Michael
104
Rycx, François
103
Chinn, Menzie David
102
Winter-Ebmer, Rudolf
101
Chang, Tsangyao
100
Ours, Jan C. van
100
Puhani, Patrick A.
97
Zimmermann, Klaus F.
97
Czarnitzki, Dirk
95
Hayo, Bernd
95
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Department of Economics working paper series
39
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15
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
11
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9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Working paper / National Bureau of Economic Research, Inc.
6
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5
International review of economics & finance : IREF
5
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4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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3
Economics and Business Letters : EBL
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Structural change and economic dynamics : SC+ED
3
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3
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2
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2
Defence and peace economics
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, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economic studies
2
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2
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ECONIS (ZBW)
288
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1
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288
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1
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
2
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:
3
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:
4
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:
5
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
6
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
7
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
Saved in:
8
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:
9
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:
10
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317448
Saved in:
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