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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Mumtaz, Haroon"
~subject:"Börsenkurs"
~subject:"Inflation"
~subject:"Schätztheorie"
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Volatilität
Börsenkurs
Inflation
Schätztheorie
Estimation
323
Schätzung
323
USA
103
United States
103
Volatility
103
Forecasting model
91
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English
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Gupta, Rangan
Mumtaz, Haroon
Caporale, Guglielmo Maria
133
McAleer, Michael
98
Pierdzioch, Christian
85
Gil-Alaña, Luis A.
78
Belke, Ansgar
68
Pesaran, M. Hashem
64
Bollerslev, Tim
62
Wohar, Mark E.
52
Hautsch, Nikolaus
50
Herwartz, Helmut
50
Narayan, Paresh Kumar
50
Tiwari, Aviral Kumar
50
McMillan, David G.
49
Härdle, Wolfgang
48
Bohl, Martin T.
44
Döpke, Jörg
44
Gao, Jiti
43
Todorov, Viktor
43
Kapetanios, George
42
Zaremba, Adam
41
Engle, Robert F.
39
Diebold, Francis X.
37
Bahmani-Oskooee, Mohsen
36
Cheung, Yin-Wong
36
Linton, Oliver
36
Allen, David E.
35
Marcellino, Massimiliano
35
Koopman, Siem Jan
34
Miller, Stephen M.
34
Balcilar, Mehmet
33
Bouri, Elie
33
Caporin, Massimiliano
32
Lettau, Martin
31
Ma, Feng
31
Timmermann, Allan
30
Asai, Manabu
29
Lütkepohl, Helmut
29
Bali, Turan G.
28
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Department of Economics working paper series
23
Working paper
13
The North American journal of economics and finance : a journal of financial economics studies
10
Working papers / University of Connecticut, Department of Economics
8
Research in international business and finance
6
Economic modelling
4
Finance research letters
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
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Economics and Business Letters : EBL
3
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of forecasting
3
The European journal of finance
3
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2
Bank of England Working Paper
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Economics working paper series
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International journal of finance & economics : IJFE
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
175
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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
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:
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
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:
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
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:
9
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
Saved in:
10
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
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