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subject:"Volatilität"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatilität
Schätztheorie
Theorie
Estimation
185
Schätzung
185
Volatility
66
Forecasting model
65
Prognoseverfahren
65
Capital income
60
Kapitaleinkommen
60
Börsenkurs
56
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56
USA
53
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53
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40
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Chang, Chia-Lin
Gupta, Rangan
Bahmani-Oskooee, Mohsen
48
Gil-Alaña, Luis A.
44
Caporale, Guglielmo Maria
41
Kumbhakar, Subal
39
Wohar, Mark E.
36
Tiwari, Aviral Kumar
30
Bollerslev, Tim
28
Ma, Feng
28
McAleer, Michael
28
Pierdzioch, Christian
27
Serletis, Apostolos
27
Todorov, Viktor
26
Bouri, Elie
23
Narayan, Paresh Kumar
23
Apergēs, Nikolaos
22
Brooks, Robert
22
Xuan Vinh Vo
22
Balcilar, Mehmet
20
Kumar, Dilip
20
Tsionas, Efthymios G.
20
Lee, Chien-chiang
19
McMillan, David G.
19
Phillips, Peter C. B.
19
Kang, Sang Hoon
18
Rashid, Abdul
18
Su, Liangjun
18
Chang, Tsangyao
17
Mensi, Walid
17
Moosa, Imad A.
17
Tauchen, George Eugene
17
Belke, Ansgar
16
Chiang, Thomas C.
16
Fabozzi, Frank J.
16
Hautsch, Nikolaus
16
Herwartz, Helmut
16
Pesaran, M. Hashem
16
Yoon, Seong-min
16
Asai, Manabu
15
Gao, Jiti
15
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The North American journal of economics and finance : a journal of financial economics studies
10
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Journal of macroeconomics
3
Research in international business and finance
3
Applied economics
2
Economic modelling
2
Economics letters
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
Macroeconomic dynamics
2
The European journal of finance
2
Annals of economics and finance
1
Applied financial economics
1
Defence and peace economics
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Economic systems
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
Journal of applied economics
1
Journal of behavioral and experimental finance
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 policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
Journal of the Operational Research Society
1
Open economies review
1
Panoeconomicus
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ECONIS (ZBW)
81
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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
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:
4
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
10
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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