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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Paolella, Marc S."
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatilität
Volatility
Estimation
259
Schätzung
259
Forecasting model
92
Prognoseverfahren
92
USA
91
United States
91
Capital income
89
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Gupta, Rangan
Paolella, Marc S.
McAleer, Michael
69
Pierdzioch, Christian
44
Caporale, Guglielmo Maria
42
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
33
Todorov, Viktor
30
Belke, Ansgar
27
Bouri, Elie
27
Asai, Manabu
26
Gil-Alaña, Luis A.
26
Hautsch, Nikolaus
26
Ma, Feng
26
Härdle, Wolfgang
24
Andersen, Torben
22
Caporin, Massimiliano
22
Wohar, Mark E.
22
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Kumar, Dilip
20
Mumtaz, Haroon
20
Chang, Chia-Lin
19
Döpke, Jörg
19
Herwartz, Helmut
18
Koopman, Siem Jan
18
Mensi, Walid
18
Buch, Claudia M.
17
Kang, Sang Hoon
17
Tauchen, George Eugene
17
Tiwari, Aviral Kumar
17
Rashid, Abdul
16
Hafner, Christian M.
15
Brooks, Robert
14
Cheung, Yin-Wong
14
Chiang, Thomas C.
14
Clements, Adam
14
Li, Jia
14
Spagnolo, Nicola
14
Wei, Yu
14
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Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
8
CFS working paper series
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Research in international business and finance
3
Applied economics letters
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Economic modelling
2
Economics and Business Letters : EBL
2
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2
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2
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2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of econometrics
2
Journal of economics and finance
2
Journal of multinational financial management
2
The European journal of finance
2
Applied economics
1
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1
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
95
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95
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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