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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Jawadi, Fredj"
~person:"Kilian, Lutz"
~subject:"Share price"
~subject:"United States"
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Volatilität
Share price
United States
Estimation
371
Schätzung
371
USA
123
Forecasting model
115
Prognoseverfahren
115
Volatility
98
Börsenkurs
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Gupta, Rangan
Jawadi, Fredj
Kilian, Lutz
Caporale, Guglielmo Maria
160
Gil-Alaña, Luis A.
110
McAleer, Michael
102
Pierdzioch, Christian
83
Belke, Ansgar
67
Bollerslev, Tim
67
Heckman, James J.
65
Pesaran, M. Hashem
61
Wohar, Mark E.
61
Bahmani-Oskooee, Mohsen
54
Engle, Robert F.
54
Hautsch, Nikolaus
52
McMillan, David G.
51
Koopman, Siem Jan
49
Bohl, Martin T.
47
Narayan, Paresh Kumar
47
Timmermann, Allan
45
Balcilar, Mehmet
44
Todorov, Viktor
43
Hamermesh, Daniel S.
42
Miller, Stephen M.
41
Tiwari, Aviral Kumar
41
Cheung, Yin-Wong
40
Zaremba, Adam
39
Härdle, Wolfgang
38
Stulz, René M.
38
Herwartz, Helmut
37
Diebold, Francis X.
36
Marcellino, Massimiliano
36
Bouri, Elie
35
Döpke, Jörg
35
Ludvigson, Sydney C.
35
Allen, David E.
33
Bloom, Nicholas
33
Buch, Claudia M.
33
Ghysels, Eric
33
Reitz, Stefan
33
Lettau, Martin
32
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Department of Economics working paper series
28
The North American journal of economics and finance : a journal of financial economics studies
11
Working papers / University of Connecticut, Department of Economics
11
Applied economics letters
7
Discussion paper / Centre for Economic Policy Research
7
Economics letters
5
International review of economics & finance : IREF
5
Research in international business and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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4
CFS working paper series
4
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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4
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4
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3
Economics and Business Letters : EBL
3
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3
Journal of money, credit and banking : JMCB
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2
Journal of economics and finance
2
Journal of financial markets
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of quantitative finance and accounting
2
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ECONIS (ZBW)
225
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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
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:
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
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