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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Hayo, Bernd"
~subject:"ARCH model"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatilität
ARCH model
Cointegration
Geldpolitik
Inflation
Risk
Welt
Estimation
307
Schätzung
307
USA
90
United States
90
Forecasting model
84
Prognoseverfahren
84
Volatility
84
Capital income
81
Kapitaleinkommen
81
Börsenkurs
79
Share price
79
World
62
Risiko
54
Aktienmarkt
53
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53
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46
Zeitreihenanalyse
46
Monetary policy
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
Klimawandel
24
Economic growth
23
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Undetermined
108
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67
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Article
132
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73
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Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
133
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72
Graue Literatur
70
Non-commercial literature
70
Aufsatz im Buch
2
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2
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2
Thesis
2
Bibliografie enthalten
1
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1
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1
Collection of articles written by one author
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English
205
Author
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Gupta, Rangan
Hayo, Bernd
Caporale, Guglielmo Maria
163
Gil-Alaña, Luis A.
156
Belke, Ansgar
147
McAleer, Michael
87
Bahmani-Oskooee, Mohsen
86
Schneider, Friedrich
77
Buch, Claudia M.
69
Pierdzioch, Christian
60
Herwartz, Helmut
51
Pesaran, M. Hashem
51
Dreher, Axel
50
Rose, Andrew
50
Cheung, Yin-Wong
49
Tiwari, Aviral Kumar
48
Wohar, Mark E.
48
MacDonald, Ronald
46
Beckmann, Joscha
45
Mumtaz, Haroon
45
Woessmann, Ludger
45
Apergēs, Nikolaos
44
Balcilar, Mehmet
43
Voigt, Stefan
42
Marcellino, Massimiliano
40
Nunnenkamp, Peter
40
Shahbaz, Muhammad
39
Bollerslev, Tim
38
Lee, Chien-chiang
38
Van Reenen, John
37
Miller, Stephen M.
36
Narayan, Paresh Kumar
36
Haan, Jakob de
35
Bouri, Elie
33
Chang, Chia-Lin
33
Huber, Florian
33
Lütkepohl, Helmut
33
Xuan Vinh Vo
33
Hautsch, Nikolaus
32
Härdle, Wolfgang
32
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Department of Economics working paper series
33
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
9
The North American journal of economics and finance : a journal of financial economics studies
9
Economics letters
7
Finance research letters
7
Research in international business and finance
7
Working papers / University of Connecticut, Department of Economics
7
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
ZEI papers / Zentrum für Europäische Integrationsforschung
5
ZEI papers / Zentrum für Europäische Integrationsforschung, Bonn
5
Applied economics
4
Applied economics letters
3
Energy economics
3
International economics and economic policy : IEEP
3
International review of economics & finance : IREF
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
Economic modelling
2
Economic systems
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 applied economics
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
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
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ECONIS (ZBW)
205
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1
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205
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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
Do consumers actually monitor the inflation rate? : evidence from New Zealand
Hayo, Bernd
;
Neumeier, Florian
- In:
New Zealand economic papers
57
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014281205
Saved in:
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