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subject:"Volatilität"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Welt"
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Search: subject_exact:"Estimation"
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Volatilität
Schätztheorie
United States
Welt
Estimation
356
Schätzung
356
USA
126
Volatility
118
Börsenkurs
111
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
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
106
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106
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Article
131
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100
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128
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128
Graue Literatur
88
Non-commercial literature
88
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86
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86
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4
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2
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2
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1
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Language
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English
231
Author
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Balcilar, Mehmet
Gupta, Rangan
Hautsch, Nikolaus
Caporale, Guglielmo Maria
168
Schneider, Friedrich
114
McAleer, Michael
113
Pesaran, M. Hashem
110
Gil-Alaña, Luis A.
105
Buch, Claudia M.
89
Heckman, James J.
80
Woessmann, Ludger
76
Dreher, Axel
75
Belke, Ansgar
74
Bahmani-Oskooee, Mohsen
68
Pierdzioch, Christian
67
Rose, Andrew
66
Cheung, Yin-Wong
64
Van Reenen, John
62
Voigt, Stefan
61
Bollerslev, Tim
59
Wohar, Mark E.
59
Acemoglu, Daron
58
Koopman, Siem Jan
56
Nunnenkamp, Peter
56
Levine, Ross
55
MacDonald, Ronald
55
Bloom, Nicholas
54
Marcellino, Massimiliano
53
Diebold, Francis X.
51
Herwartz, Helmut
51
Härdle, Wolfgang
50
Kilian, Lutz
50
Gao, Jiti
49
Engle, Robert F.
47
Hamermesh, Daniel S.
47
Miller, Stephen M.
46
Aghion, Philippe
45
Chinn, Menzie David
43
Kapetanios, George
43
Massa, Massimo
42
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Department of Economics working paper series
31
SFB 649 discussion paper
12
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
CFS working paper series
9
Finance research letters
8
International review of economics & finance : IREF
6
Applied economics
5
Applied economics letters
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Energy economics
4
Research in international business and finance
4
Applied quantitative finance
3
Economics and Business Letters : EBL
3
International journal of finance & economics : IJFE
3
Journal of forecasting
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 paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Discussion papers / Turkish Economic Association
2
ERC working papers in economics
2
Economic modelling
2
Economics, management and financial markets
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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 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
Annals of financial economics
1
Applied financial economics
1
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ECONIS (ZBW)
231
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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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