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subject:"Volatilität"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"G7 countries"
~subject:"Nichtparametrisches Verfahren"
~subject:"Schätztheorie"
~subject:"United States"
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Volatilität
G7 countries
Nichtparametrisches Verfahren
Schätztheorie
United States
Estimation
360
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360
USA
127
Volatility
120
Börsenkurs
113
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113
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99
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99
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27
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27
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224
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Balcilar, Mehmet
Gupta, Rangan
Hautsch, Nikolaus
Caporale, Guglielmo Maria
154
Gil-Alaña, Luis A.
107
McAleer, Michael
105
Pesaran, M. Hashem
85
Heckman, James J.
80
Pierdzioch, Christian
63
Belke, Ansgar
60
Härdle, Wolfgang
59
Bollerslev, Tim
58
Gao, Jiti
57
Koopman, Siem Jan
56
Bahmani-Oskooee, Mohsen
55
Wohar, Mark E.
53
Linton, Oliver
52
Marcellino, Massimiliano
52
Cheung, Yin-Wong
49
Diebold, Francis X.
48
Engle, Robert F.
47
Kapetanios, George
43
Hamermesh, Daniel S.
42
Herwartz, Helmut
41
Miller, Stephen M.
41
Todorov, Viktor
38
Chinn, Menzie David
37
Timmermann, Allan
37
Schorfheide, Frank
36
Blundell, Richard W.
35
Koop, Gary
34
Mumtaz, Haroon
34
Tiwari, Aviral Kumar
34
Allen, David E.
33
Buch, Claudia M.
33
Stulz, René M.
33
Angrist, Joshua D.
32
Bouri, Elie
32
Kilian, Lutz
32
Lütkepohl, Helmut
32
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Department of Economics working paper series
28
SFB 649 discussion paper
13
Working papers / University of Connecticut, Department of Economics
11
CFS working paper series
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of economics & finance : IREF
6
Applied economics letters
5
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5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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5
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5
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4
International journal of finance & economics : IJFE
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
Economics and Business Letters : EBL
3
Empirica : journal of european economics
3
Energy economics
3
CoFE discussion papers
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2
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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
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
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ECONIS (ZBW)
224
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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
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
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