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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~subject:"Business cycle"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risk"
~subject:"Time series analysis"
~subject:"Welt"
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Volatilität
Business cycle
Geldpolitik
Inflation
Nichtparametrisches Verfahren
Risk
Time series analysis
Welt
Estimation
341
Schätzung
341
Volatility
111
Forecasting model
108
Prognoseverfahren
108
USA
106
United States
106
Börsenkurs
92
Share price
92
Capital income
84
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84
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80
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25
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90
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4
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Language
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English
243
Author
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Gupta, Rangan
Härdle, Wolfgang
Caporale, Guglielmo Maria
245
Gil-Alaña, Luis A.
200
Belke, Ansgar
124
Schneider, Friedrich
121
McAleer, Michael
112
Pesaran, M. Hashem
101
Buch, Claudia M.
85
Dreher, Axel
76
Pierdzioch, Christian
73
Bahmani-Oskooee, Mohsen
72
Woessmann, Ludger
71
Herwartz, Helmut
64
Cheung, Yin-Wong
63
Koopman, Siem Jan
63
Voigt, Stefan
61
Marcellino, Massimiliano
58
Rose, Andrew
56
Wohar, Mark E.
56
Jordà, Òscar
55
MacDonald, Ronald
54
Gao, Jiti
53
Linton, Oliver
53
Döpke, Jörg
51
Hayo, Bernd
51
Taylor, Alan M.
51
Van Reenen, John
51
Mumtaz, Haroon
50
Tiwari, Aviral Kumar
50
Diebold, Francis X.
49
Miller, Stephen M.
49
Nunnenkamp, Peter
49
Balcilar, Mehmet
47
Bollerslev, Tim
46
Kapetanios, George
46
Levine, Ross
46
Chang, Chia-Lin
44
Hautsch, Nikolaus
44
Lütkepohl, Helmut
42
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
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Department of Economics working paper series
34
SFB 649 discussion paper
27
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Working papers / University of Connecticut, Department of Economics
8
Applied economics
6
Economics letters
6
Research in international business and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Discussion papers of interdisciplinary research project 373
4
International review of economics & finance : IREF
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The European journal of finance
4
Applied economics letters
3
Applied quantitative finance
3
Energy economics
3
International journal of finance & economics : IJFE
3
Journal of forecasting
3
Macroeconomic dynamics
3
Economic modelling
2
Economics and Business Letters : EBL
2
Emerging markets review
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 business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of macroeconomics
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 journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Annals of economics and finance
1
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo working papers
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ECONIS (ZBW)
243
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243
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1
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:
2
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
3
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:
4
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:
5
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:
6
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
7
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:
8
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317448
Saved in:
9
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:
10
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
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