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subject:"Volatilität"
~person:"Apergēs, Nikolaos"
~person:"Beckmann, Joscha"
~person:"Gupta, Rangan"
~subject:"Kausalanalyse"
~subject:"Kointegration"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation"
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Volatilität
Kausalanalyse
Kointegration
Schätztheorie
Estimation
401
Schätzung
401
USA
110
United States
110
Volatility
97
Forecasting model
93
Prognoseverfahren
93
Börsenkurs
85
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85
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84
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84
Welt
72
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72
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54
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English
175
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Apergēs, Nikolaos
Beckmann, Joscha
Gupta, Rangan
Caporale, Guglielmo Maria
176
Gil-Alaña, Luis A.
133
McAleer, Michael
95
Belke, Ansgar
80
Bahmani-Oskooee, Mohsen
70
Pesaran, M. Hashem
66
Pierdzioch, Christian
52
Herwartz, Helmut
49
Narayan, Paresh Kumar
49
Bollerslev, Tim
47
Gao, Jiti
46
Cheung, Yin-Wong
44
Tiwari, Aviral Kumar
44
Härdle, Wolfgang
42
Hautsch, Nikolaus
40
Kapetanios, George
39
Wohar, Mark E.
39
Balcilar, Mehmet
37
Lütkepohl, Helmut
36
Marcellino, Massimiliano
36
Chang, Tsangyao
35
Diebold, Francis X.
35
Linton, Oliver
35
Todorov, Viktor
34
Caporin, Massimiliano
32
Nielsen, Morten Ørregaard
32
Buch, Claudia M.
31
Dreger, Christian
31
Engle, Robert F.
31
Shahbaz, Muhammad
31
Wolters, Jürgen
31
Bouri, Elie
30
Koopman, Siem Jan
30
Pradhan, Rudra Prakash
30
Asai, Manabu
29
Chang, Chia-Lin
29
Döpke, Jörg
29
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Department of Economics working paper series
19
The North American journal of economics and finance : a journal of financial economics studies
11
Ruhr economic papers
8
Working papers / University of Connecticut, Department of Economics
7
Applied economics
6
Energy economics
6
Economic modelling
5
International review of economics & finance : IREF
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
ROME discussion paper series
4
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4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
Economics and Business Letters : EBL
3
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Journal of banking & finance
3
Journal of economics and finance
3
Journal of multinational financial management
3
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2
Defence and peace economics
2
Emerging markets review
2
Finance research letters
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
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2
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2
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2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Credit and capital markets : Kredit und Kapital
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DIW Berlin Discussion Paper
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Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
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ECONIS (ZBW)
175
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1
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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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