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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~subject:"Kointegration"
~subject:"Schätztheorie"
~subject:"World"
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Volatilität
Kointegration
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World
Estimation
342
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Forecasting model
110
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110
Volatility
110
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Gupta, Rangan
Pierdzioch, Christian
Caporale, Guglielmo Maria
193
Gil-Alaña, Luis A.
141
Schneider, Friedrich
117
McAleer, Michael
106
Belke, Ansgar
96
Pesaran, M. Hashem
94
Buch, Claudia M.
87
Bahmani-Oskooee, Mohsen
80
Woessmann, Ludger
76
Dreher, Axel
75
Cheung, Yin-Wong
69
Voigt, Stefan
61
MacDonald, Ronald
57
Herwartz, Helmut
56
Rose, Andrew
55
Narayan, Paresh Kumar
53
Nunnenkamp, Peter
52
Bollerslev, Tim
48
Gao, Jiti
48
Van Reenen, John
47
Härdle, Wolfgang
45
Levine, Ross
45
Wohar, Mark E.
42
Aghion, Philippe
40
Chang, Chia-Lin
40
Hautsch, Nikolaus
40
Kapetanios, George
40
Linton, Oliver
40
Lütkepohl, Helmut
40
Marcellino, Massimiliano
40
Acemoglu, Daron
39
Shahbaz, Muhammad
39
Tiwari, Aviral Kumar
39
Diebold, Francis X.
38
Beckmann, Joscha
37
Gundlach, Erich
37
Apergēs, Nikolaos
36
Barro, Robert J.
36
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Department of Economics working paper series
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9
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
161
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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
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
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:
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
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:
6
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:
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
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
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:
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