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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Hayo, Bernd"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Share price"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatilität
ARCH model
Business cycle
Cointegration
Geldpolitik
Inflation
Risk
Share price
Welt
Estimation
307
Schätzung
307
USA
90
United States
90
Forecasting model
84
Prognoseverfahren
84
Volatility
84
Capital income
81
Kapitaleinkommen
81
Börsenkurs
79
World
62
Risiko
54
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53
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53
Time series analysis
46
Zeitreihenanalyse
46
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42
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35
VAR-Modell
35
Theorie
33
Theory
33
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28
Immobilienpreis
28
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28
Real estate price
28
Schock
26
Shock
26
ARCH-Modell
25
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25
Climate change
24
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24
Economic growth
23
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Undetermined
121
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72
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Article
150
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79
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Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
151
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78
Graue Literatur
75
Non-commercial literature
75
Aufsatz im Buch
2
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2
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2
Thesis
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Bibliografie enthalten
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English
229
Author
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Gupta, Rangan
Hayo, Bernd
Caporale, Guglielmo Maria
198
Gil-Alaña, Luis A.
186
Belke, Ansgar
149
McAleer, Michael
94
Pierdzioch, Christian
90
Bahmani-Oskooee, Mohsen
88
Schneider, Friedrich
77
Buch, Claudia M.
69
Pesaran, M. Hashem
66
Wohar, Mark E.
63
Tiwari, Aviral Kumar
61
Herwartz, Helmut
56
Döpke, Jörg
54
Narayan, Paresh Kumar
54
Dreher, Axel
50
Mumtaz, Haroon
50
Rose, Andrew
50
Apergēs, Nikolaos
49
Cheung, Yin-Wong
49
Zaremba, Adam
49
Marcellino, Massimiliano
48
Balcilar, Mehmet
47
Bollerslev, Tim
47
MacDonald, Ronald
47
Bohl, Martin T.
46
Beckmann, Joscha
45
Woessmann, Ludger
45
Lee, Chien-chiang
43
Voigt, Stefan
42
Hautsch, Nikolaus
41
Miller, Stephen M.
41
Shahbaz, Muhammad
41
Nunnenkamp, Peter
40
Härdle, Wolfgang
39
McMillan, David G.
39
Bouri, Elie
38
Jordà, Òscar
38
Kutan, Ali Mustafa
38
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William Davidson Institute <Ann Arbor, Mich.>
1
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Department of Economics working paper series
34
The North American journal of economics and finance : a journal of financial economics studies
11
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
10
Research in international business and finance
9
Finance research letters
8
Working papers / University of Connecticut, Department of Economics
8
Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
ZEI papers / Zentrum für Europäische Integrationsforschung
6
ZEI papers / Zentrum für Europäische Integrationsforschung, Bonn
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Applied economics
4
Economic modelling
4
International review of economics & finance : IREF
4
Applied economics letters
3
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International economics and economic policy : IEEP
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
CESifo working papers
2
Emerging markets review
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 applied economics
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Marburger Volkswirtschaftliche Beiträge
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
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ECONIS (ZBW)
229
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229
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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
Estimating policy-corrected long-term and short-term tax elasticities for the USA, Germany, and the United Kingdom
Hayo, Bernd
;
Mierzwa, Sascha
;
Ünal, Umut
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 465-504
Persistent link: https://www.econbiz.de/10014226297
Saved in:
9
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:
10
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:
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