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subject:"Volatilität"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Hsing, Yu"
~subject:"Schätztheorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Schätztheorie
United States
Estimation
253
Schätzung
253
Volatility
78
USA
71
Börsenkurs
70
Share price
70
Forecasting model
68
Prognoseverfahren
68
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60
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41
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41
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Article
127
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128
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84
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84
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128
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Balcilar, Mehmet
Gupta, Rangan
Hautsch, Nikolaus
Hsing, Yu
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
43
Wohar, Mark E.
40
Caporale, Guglielmo Maria
39
Bollerslev, Tim
28
McAleer, Michael
27
Ma, Feng
26
Pierdzioch, Christian
25
Todorov, Viktor
25
Apergēs, Nikolaos
24
Bouri, Elie
24
Tiwari, Aviral Kumar
24
Xuan Vinh Vo
23
Kumar, Dilip
20
Brooks, Robert
19
Kumbhakar, Subal
18
Tauchen, George Eugene
18
Kang, Sang Hoon
17
McMillan, David G.
17
Mensi, Walid
16
Payne, James E.
16
Serletis, Apostolos
16
Asai, Manabu
15
Belke, Ansgar
15
Heckman, James J.
15
Hegerty, Scott W.
15
Jawadi, Fredj
15
Narayan, Paresh Kumar
15
Rashid, Abdul
15
Yoon, Seong-min
15
Andersen, Torben
14
Cheung, Yin-Wong
14
Hammoudeh, Shawkat
14
Lee, Chien-chiang
14
Li, Jia
14
Pesaran, M. Hashem
14
Sarno, Lucio
14
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The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
6
Applied economics
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
Finance research letters
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
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3
International journal of finance & economics : IJFE
3
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2
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Empirica : journal of european economics
2
International journal of transport economics : IJTE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Open economies review
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Structural change and economic dynamics : SC+ED
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The European journal of finance
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Emerging markets review
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Emerging markets, finance and trade : EMFT
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
European finance review : the official journal of the European Finance Association
1
Global economic review
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Global economy journal : GEJ
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ECONIS (ZBW)
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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
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:
3
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
4
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:
5
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
6
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
7
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
8
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
9
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
10
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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