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subject:"Volatilität"
~person:"Chang, Tsangyao"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Cointegration"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Cointegration
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Theory
United States
Estimation
287
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287
Volatility
68
Forecasting model
66
Prognoseverfahren
66
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170
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Chang, Tsangyao
Gupta, Rangan
Hautsch, Nikolaus
Bahmani-Oskooee, Mohsen
98
Gil-Alaña, Luis A.
91
Caporale, Guglielmo Maria
70
Wohar, Mark E.
50
Tiwari, Aviral Kumar
45
Kumbhakar, Subal
42
Apergēs, Nikolaos
38
Belke, Ansgar
36
Serletis, Apostolos
34
Shahbaz, Muhammad
34
Narayan, Paresh Kumar
33
Balcilar, Mehmet
31
Lee, Chien-chiang
31
McAleer, Michael
31
Ma, Feng
30
Pierdzioch, Christian
30
Bollerslev, Tim
29
Payne, James E.
29
Xuan Vinh Vo
29
Bouri, Elie
26
Hsing, Yu
26
Todorov, Viktor
26
McMillan, David G.
25
Tsionas, Efthymios G.
25
Brooks, Robert
24
Herwartz, Helmut
23
Rashid, Abdul
23
Moosa, Imad A.
22
Beckmann, Joscha
21
Jawadi, Fredj
21
Pradhan, Rudra Prakash
21
Arize, Augustine Chuck
20
Hamori, Shigeyuki
20
Kang, Sang Hoon
20
Koopman, Siem Jan
20
Kumar, Dilip
20
Pesaran, M. Hashem
20
Hammoudeh, Shawkat
19
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Applied economics letters
19
The North American journal of economics and finance : a journal of financial economics studies
10
The empirical economics letters : a monthly international journal of economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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6
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5
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5
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4
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Japan and the world economy : international journal of theory and policy
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2
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2
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Journal of multinational financial management
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2
Macroeconomic dynamics
2
Open economies review
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Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of economics and finance
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ECONIS (ZBW)
170
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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
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:
3
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:
4
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
6
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
7
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:
8
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
Saved in:
9
Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Xiang, Feiyun
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534846
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
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