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subject:"Volatilität"
~person:"Chang, Tsangyao"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Schätztheorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatilität
Schätztheorie
United States
Estimation
287
Schätzung
287
Volatility
68
Forecasting model
66
Prognoseverfahren
66
Börsenkurs
65
Share price
65
USA
65
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60
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60
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57
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57
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53
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53
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52
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52
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45
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45
Theorie
43
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43
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41
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41
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38
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34
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34
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29
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29
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27
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27
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26
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26
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25
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25
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85
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11
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Article
115
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1
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Aufsatz in Zeitschrift
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116
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77
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77
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75
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75
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4
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116
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Chang, Tsangyao
Gupta, Rangan
Hautsch, Nikolaus
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
44
Wohar, Mark E.
40
Caporale, Guglielmo Maria
39
Bollerslev, Tim
28
Ma, Feng
27
McAleer, Michael
27
Tiwari, Aviral Kumar
27
Balcilar, Mehmet
26
Bouri, Elie
25
Pierdzioch, Christian
25
Todorov, Viktor
25
Apergēs, Nikolaos
24
Xuan Vinh Vo
24
Kumar, Dilip
20
Brooks, Robert
19
Kumbhakar, Subal
19
Hsing, Yu
18
Kang, Sang Hoon
18
Mensi, Walid
18
Tauchen, George Eugene
18
McMillan, David G.
17
Hegerty, Scott W.
16
Payne, James E.
16
Serletis, Apostolos
16
Yoon, Seong-min
16
Asai, Manabu
15
Belke, Ansgar
15
Hammoudeh, Shawkat
15
Heckman, James J.
15
Jawadi, Fredj
15
Narayan, Paresh Kumar
15
Rashid, Abdul
15
Andersen, Torben
14
Cheung, Yin-Wong
14
Lee, Chien-chiang
14
Li, Jia
14
Pesaran, M. Hashem
14
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Applied economics letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
4
International review of economics & finance : IREF
4
The empirical economics letters : a monthly international journal of economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Economics and Business Letters : EBL
3
International journal of finance & economics : IJFE
3
Research in international business and finance
3
Economic modelling
2
Economics, management and financial markets
2
Energy economics
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
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
Applied financial economics
1
Defence and peace economics
1
Econometrics : open access journal
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
European finance review : the official journal of the European Finance Association
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 economics
1
International journal of forecasting
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ECONIS (ZBW)
116
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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
Saved in:
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