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subject:"Volatilität"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Koopman, Siem Jan"
~subject:"Schätztheorie"
~subject:"United States"
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Search: subject_exact:"Estimation"
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Volatilität
Schätztheorie
United States
Estimation
445
Schätzung
445
USA
156
Volatility
141
Börsenkurs
121
Share price
121
Forecasting model
114
Prognoseverfahren
114
Theorie
111
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111
Time series analysis
108
Zeitreihenanalyse
108
Capital income
89
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89
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63
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63
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63
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63
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58
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58
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42
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37
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37
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36
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36
Causality analysis
33
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33
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33
Kointegration
33
Economic growth
31
Wirtschaftswachstum
31
Immobilienpreis
30
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141
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English
264
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Balcilar, Mehmet
Gupta, Rangan
Hautsch, Nikolaus
Koopman, Siem Jan
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
Belke, Ansgar
55
Bahmani-Oskooee, Mohsen
54
Marcellino, Massimiliano
52
Wohar, Mark E.
52
Diebold, Francis X.
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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Department of Economics working paper series
27
Discussion paper / Tinbergen Institute
25
SFB 649 discussion paper
12
Working papers / University of Connecticut, Department of Economics
11
CFS working paper series
9
The North American journal of economics and finance : a journal of financial economics studies
9
Economics letters
6
Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
Applied economics
4
Finance research letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied quantitative finance
3
Economics and Business Letters : EBL
3
Energy economics
3
International journal of finance & economics : IJFE
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Research in international business and finance
3
CREATES research paper
2
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2
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2
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2
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2
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2
Economics, management and financial markets
2
Empirica : journal of european economics
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of financial econometrics
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
Open economies review
2
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
264
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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
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
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:
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
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