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subject:"Volatilität"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"United States"
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Volatilität
Börsenkurs
Schätztheorie
United States
Estimation
356
Schätzung
356
USA
126
Volatility
118
Share price
111
Forecasting model
97
Prognoseverfahren
97
Capital income
83
Kapitaleinkommen
83
Theorie
74
Theory
74
Aktienmarkt
63
Risiko
63
Risk
63
Stock market
63
Time series analysis
61
Zeitreihenanalyse
61
Welt
57
World
57
VAR model
41
VAR-Modell
41
Inflation
40
ARCH model
37
ARCH-Modell
37
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Causality analysis
33
Cointegration
33
Kausalanalyse
33
Kointegration
33
Immobilienpreis
30
Real estate price
30
Climate change
27
Klimawandel
27
Schock
27
Shock
27
Geldpolitik
26
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Free
109
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103
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Article
132
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104
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129
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Graue Literatur
88
Non-commercial literature
88
Arbeitspapier
86
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4
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2
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Language
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English
236
Author
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Balcilar, Mehmet
Gupta, Rangan
Hautsch, Nikolaus
Caporale, Guglielmo Maria
165
Gil-Alaña, Luis A.
110
McAleer, Michael
107
Pesaran, M. Hashem
88
Pierdzioch, Christian
83
Heckman, James J.
80
Belke, Ansgar
68
Bollerslev, Tim
67
Wohar, Mark E.
64
Bahmani-Oskooee, Mohsen
55
Koopman, Siem Jan
55
Engle, Robert F.
54
Marcellino, Massimiliano
52
McMillan, David G.
51
Härdle, Wolfgang
50
Narayan, Paresh Kumar
49
Diebold, Francis X.
48
Timmermann, Allan
48
Bohl, Martin T.
47
Herwartz, Helmut
46
Cheung, Yin-Wong
45
Gao, Jiti
45
Kapetanios, George
44
Tiwari, Aviral Kumar
44
Todorov, Viktor
43
Hamermesh, Daniel S.
42
Miller, Stephen M.
41
Döpke, Jörg
39
Zaremba, Adam
39
Linton, Oliver
38
Stulz, René M.
38
Kilian, Lutz
37
Ghysels, Eric
36
Schorfheide, Frank
36
Allen, David E.
35
Bouri, Elie
35
Ludvigson, Sydney C.
35
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Department of Economics working paper series
28
SFB 649 discussion paper
13
The North American journal of economics and finance : a journal of financial economics studies
11
Working papers / University of Connecticut, Department of Economics
11
CFS working paper series
10
International review of economics & finance : IREF
6
Applied economics letters
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
Research in international business and finance
5
Applied economics
4
Economic modelling
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
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Economics and Business Letters : EBL
3
Energy economics
3
International journal of finance & economics : IJFE
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
CoFE discussion papers
2
Discussion paper series / IZA
2
Discussion papers / Turkish Economic Association
2
ERC working papers in economics
2
Economic systems
2
Economics, management and financial markets
2
Empirica : journal of european economics
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 behavioral and experimental 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
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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Source
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ECONIS (ZBW)
236
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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
Saved in:
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