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subject:"Volatilität"
~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Volatilität
Schätztheorie
Estimation
189
Schätzung
189
Volatility
72
Forecasting model
68
Prognoseverfahren
68
Capital income
66
Kapitaleinkommen
66
Börsenkurs
59
Share price
59
USA
58
United States
58
Aktienmarkt
41
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41
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28
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27
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Nonparametric statistics
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16
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English
74
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Andersen, Torben
Gupta, Rangan
Bahmani-Oskooee, Mohsen
33
Ma, Feng
25
McAleer, Michael
25
Bollerslev, Tim
24
Todorov, Viktor
24
Wohar, Mark E.
23
Bouri, Elie
22
Pierdzioch, Christian
22
Caporale, Guglielmo Maria
20
Kumar, Dilip
20
Xuan Vinh Vo
20
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Brooks, Robert
17
Kang, Sang Hoon
16
Mensi, Walid
16
Tauchen, George Eugene
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Kumbhakar, Subal
14
Li, Jia
14
Wei, Yu
14
Apergēs, Nikolaos
13
Chiang, Thomas C.
13
McMillan, David G.
13
Narayan, Paresh Kumar
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Gao, Jiti
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
Nonejad, Nima
12
Su, Liangjun
12
Wu, Xinyu
12
Caporin, Massimiliano
11
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The North American journal of economics and finance : a journal of financial economics studies
7
Journal of econometrics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics and Business Letters : EBL
3
Research in international business and finance
3
Applied economics letters
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Economics letters
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
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
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1
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1
Defence and peace economics
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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International economic review
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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
Journal of applied econometrics
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial economics
1
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1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
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ECONIS (ZBW)
74
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11
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
12
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:
13
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:
14
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:
15
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
16
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
17
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
18
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:
19
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
20
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
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