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subject:"Volatilität"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatilität
Börsenkurs
Schätztheorie
Estimation
185
Schätzung
185
Volatility
66
Forecasting model
65
Prognoseverfahren
65
Capital income
60
Kapitaleinkommen
60
Share price
56
USA
53
United States
53
Aktienmarkt
40
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40
Time series analysis
36
Zeitreihenanalyse
36
Risiko
35
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35
Welt
34
World
34
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28
VAR-Modell
28
Inflation
22
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21
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21
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19
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Schock
19
Shock
19
South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
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18
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6
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Article
90
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Article in journal
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90
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
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1
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English
90
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Chang, Chia-Lin
Gupta, Rangan
Tiwari, Aviral Kumar
37
Wohar, Mark E.
36
McMillan, David G.
35
Zaremba, Adam
35
Bahmani-Oskooee, Mohsen
34
Pierdzioch, Christian
34
Narayan, Paresh Kumar
32
Caporale, Guglielmo Maria
31
Ma, Feng
31
Gil-Alaña, Luis A.
29
McAleer, Michael
28
Bollerslev, Tim
27
Bouri, Elie
26
Balcilar, Mehmet
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Lee, Chien-chiang
22
Kumar, Dilip
21
Brooks, Robert
20
Apergēs, Nikolaos
18
Chiang, Thomas C.
18
Wang, Yudong
18
Zhang, Yaojie
18
Jawadi, Fredj
17
Kang, Sang Hoon
17
Mensi, Walid
17
Tauchen, George Eugene
17
Rashid, Abdul
16
Salisu, Afees A.
16
Yoon, Seong-min
16
Asai, Manabu
15
Demirer, Rıza
15
Kumbhakar, Subal
15
Wei, Yu
15
Westerlund, Joakim
15
Bali, Turan G.
14
Bohl, Martin T.
14
Cakici, Nusret
14
Hammoudeh, Shawkat
14
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The North American journal of economics and finance : a journal of financial economics studies
12
International review of economics & finance : IREF
5
Research in international business and finance
5
Economic modelling
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics and Business Letters : EBL
3
Finance research letters
3
The European journal of finance
3
Applied economics
2
Applied economics letters
2
Economics letters
2
Energy economics
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of multinational financial management
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Defence and peace economics
1
Economic systems
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
International review of financial analysis
1
Journal of business economics and management
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
Journal of the Operational Research Society
1
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ECONIS (ZBW)
90
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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
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:
3
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
4
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
5
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:
6
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:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
8
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
Saved in:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
10
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
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