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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~subject:"Business cycle"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Time series analysis"
~subject:"Welt"
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Volatilität
Business cycle
Geldpolitik
Inflation
Risk
Time series analysis
Welt
Estimation
337
Schätzung
337
Volatility
109
Forecasting model
106
Prognoseverfahren
106
USA
105
United States
105
Börsenkurs
90
Share price
90
Capital income
82
Kapitaleinkommen
82
Theorie
78
Theory
78
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70
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61
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57
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57
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53
Nichtparametrisches Verfahren
44
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44
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36
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36
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30
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30
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28
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Immobilienpreis
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28
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Deutschland
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Germany
27
Kointegration
27
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25
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80
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80
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4
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English
220
Author
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Gupta, Rangan
Härdle, Wolfgang
Caporale, Guglielmo Maria
242
Gil-Alaña, Luis A.
198
Belke, Ansgar
124
Schneider, Friedrich
121
McAleer, Michael
108
Pesaran, M. Hashem
101
Buch, Claudia M.
85
Dreher, Axel
76
Pierdzioch, Christian
73
Bahmani-Oskooee, Mohsen
72
Woessmann, Ludger
71
Cheung, Yin-Wong
63
Koopman, Siem Jan
63
Herwartz, Helmut
61
Voigt, Stefan
61
Rose, Andrew
56
Jordà, Òscar
55
MacDonald, Ronald
54
Wohar, Mark E.
54
Marcellino, Massimiliano
52
Döpke, Jörg
51
Hayo, Bernd
51
Taylor, Alan M.
51
Van Reenen, John
51
Diebold, Francis X.
49
Nunnenkamp, Peter
49
Mumtaz, Haroon
48
Miller, Stephen M.
47
Bollerslev, Tim
46
Levine, Ross
46
Tiwari, Aviral Kumar
45
Chang, Chia-Lin
44
Balcilar, Mehmet
43
Lütkepohl, Helmut
42
Acemoglu, Daron
41
Kapetanios, George
41
Aghion, Philippe
40
Kilian, Lutz
40
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
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Department of Economics working paper series
33
SFB 649 discussion paper
20
The North American journal of economics and finance : a journal of financial economics studies
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Finance research letters
8
Working papers / University of Connecticut, Department of Economics
7
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics letters
3
Applied quantitative finance
3
Energy economics
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Macroeconomic dynamics
3
The European journal of finance
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 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 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
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
1
Cardiff economics working papers
1
Defence and peace economics
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ECONIS (ZBW)
220
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
8
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
9
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:
10
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
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