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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Schätztheorie
Theory
United States
Estimation
189
Schätzung
189
Volatility
67
Forecasting model
65
Prognoseverfahren
65
Börsenkurs
61
Share price
61
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59
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59
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54
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41
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35
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22
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118
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119
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89
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86
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4
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Gupta, Rangan
Hautsch, Nikolaus
Bahmani-Oskooee, Mohsen
67
Gil-Alaña, Luis A.
63
Caporale, Guglielmo Maria
55
Wohar, Mark E.
46
Kumbhakar, Subal
41
Serletis, Apostolos
34
Tiwari, Aviral Kumar
32
Apergēs, Nikolaos
31
McAleer, Michael
30
Bollerslev, Tim
29
Pierdzioch, Christian
29
Ma, Feng
28
Balcilar, Mehmet
27
Bouri, Elie
25
Hsing, Yu
25
Todorov, Viktor
25
Brooks, Robert
24
Narayan, Paresh Kumar
24
Xuan Vinh Vo
24
Chang, Tsangyao
23
Belke, Ansgar
22
McMillan, David G.
22
Tsionas, Efthymios G.
22
Lee, Chien-chiang
21
Moosa, Imad A.
21
Koopman, Siem Jan
20
Kumar, Dilip
20
Jawadi, Fredj
19
Payne, James E.
19
Pesaran, M. Hashem
19
Phillips, Peter C. B.
19
Tauchen, George Eugene
19
Blundell, Richard W.
18
Kang, Sang Hoon
18
MacDonald, Ronald
18
Rashid, Abdul
18
Sarno, Lucio
18
Su, Liangjun
18
Fabozzi, Frank J.
17
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The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
4
International journal of finance & economics : IJFE
4
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
Economics and Business Letters : EBL
3
Journal of macroeconomics
3
Research in international business and finance
3
Applied economics
2
Economic modelling
2
Economic systems
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
Macroeconomic dynamics
2
Open economies review
2
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
1
Applied financial economics
1
Defence and peace economics
1
Econometrics : open access journal
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
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ECONIS (ZBW)
119
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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
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:
6
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:
7
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
8
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:
9
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:
10
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:
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