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subject:"Volatilität"
~person:"Balcilar, Mehmet"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~subject:"United States"
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Volatilität
Schätztheorie
United States
Estimation
529
Schätzung
529
USA
136
Volatility
119
Forecasting model
94
Prognoseverfahren
94
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Balcilar, Mehmet
Belke, Ansgar
Gupta, Rangan
Caporale, Guglielmo Maria
145
McAleer, Michael
101
Gil-Alaña, Luis A.
98
Pesaran, M. Hashem
85
Heckman, James J.
80
Pierdzioch, Christian
61
Bollerslev, Tim
58
Koopman, Siem Jan
55
Bahmani-Oskooee, Mohsen
54
Marcellino, Massimiliano
52
Wohar, Mark E.
52
Diebold, Francis X.
48
Hautsch, Nikolaus
48
Engle, Robert F.
47
Härdle, Wolfgang
47
Gao, Jiti
45
Hamermesh, Daniel S.
42
Kapetanios, George
42
Miller, Stephen M.
41
Cheung, Yin-Wong
39
Todorov, Viktor
38
Herwartz, Helmut
37
Schorfheide, Frank
36
Timmermann, Allan
36
Koop, Gary
34
Linton, Oliver
34
Mumtaz, Haroon
34
Blundell, Richard W.
33
Buch, Claudia M.
33
Kilian, Lutz
32
Lütkepohl, Helmut
32
Neumark, David
32
Bloom, Nicholas
31
Bouri, Elie
31
Caporin, Massimiliano
31
Reitz, Stefan
31
Stulz, René M.
31
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10
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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2
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2
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2
Open economies review
2
Structural change and economic dynamics : SC+ED
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The European journal of finance
2
The world economy : the leading journal on international economic relations
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
218
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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