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subject:"Volatilität"
~person:"Apergēs, Nikolaos"
~person:"Gupta, Rangan"
~subject:"Kausalanalyse"
~subject:"Kointegration"
~subject:"Panel study"
~subject:"Schätztheorie"
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Volatilität
Kausalanalyse
Kointegration
Panel study
Schätztheorie
Estimation
330
Schätzung
330
USA
101
United States
101
Volatility
95
Forecasting model
88
Prognoseverfahren
88
Capital income
84
Kapitaleinkommen
84
Börsenkurs
80
Share price
80
Welt
64
World
64
Risiko
60
Risk
60
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54
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54
Time series analysis
49
Zeitreihenanalyse
49
Theorie
43
Theory
43
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41
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41
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39
Panel
39
Cointegration
33
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32
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32
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32
Wirtschaftswachstum
32
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31
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31
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29
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29
Causality analysis
29
Climate change
27
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47
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Article
129
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39
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35
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35
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35
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1
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1
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1
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Language
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English
168
Author
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Apergēs, Nikolaos
Gupta, Rangan
Caporale, Guglielmo Maria
193
Gil-Alaña, Luis A.
133
McAleer, Michael
100
Belke, Ansgar
86
Bahmani-Oskooee, Mohsen
78
Pesaran, M. Hashem
75
Narayan, Paresh Kumar
66
Herwartz, Helmut
58
Chang, Tsangyao
55
Gao, Jiti
55
Pierdzioch, Christian
52
Baltagi, Badi H.
51
Tiwari, Aviral Kumar
50
Bollerslev, Tim
47
Cheung, Yin-Wong
45
Kapetanios, George
45
Linton, Oliver
45
Dreger, Christian
44
Afonso, António
42
Härdle, Wolfgang
42
Wohar, Mark E.
42
Hautsch, Nikolaus
40
Balcilar, Mehmet
39
Marcellino, Massimiliano
38
Koopman, Siem Jan
36
Lee, Chien-chiang
36
Lütkepohl, Helmut
36
Diebold, Francis X.
35
Phillips, Peter C. B.
35
Beckmann, Joscha
34
Buch, Claudia M.
34
Chang, Chia-Lin
34
Shahbaz, Muhammad
34
Todorov, Viktor
34
Westerlund, Joakim
34
Bouri, Elie
32
Caporin, Massimiliano
32
Nielsen, Morten Ørregaard
32
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Department of Economics working paper series
21
The North American journal of economics and finance : a journal of financial economics studies
9
Working papers / University of Connecticut, Department of Economics
9
Applied economics
7
Energy economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Economic modelling
4
International review of economics & finance : IREF
4
Journal of economics and finance
4
Research in international business and finance
4
Economics and Business Letters : EBL
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Journal of multinational financial management
3
Applied financial economics
2
Defence and peace economics
2
Economics letters
2
Economics, management and financial markets
2
Emerging markets review
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
2
Journal of behavioral and experimental finance
2
Journal of international commerce, economics and policy
2
Macroeconomic dynamics
2
The European journal of finance
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
CESifo working papers
1
Contemporary economics
1
DIW Berlin Discussion Paper
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic systems
1
Economics and finance working paper series
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of political economy
1
Finmap working paper
1
Global Research Unit working paper
1
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ECONIS (ZBW)
168
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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
Pandemic, sentiments over COVID-19, and EU convergence
Anastasiou, Athanasios
;
Apergēs, Nikolaos
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1683-1707
Persistent link: https://www.econbiz.de/10014519962
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
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:
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
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:
7
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:
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
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:
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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