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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Tiwari, Aviral Kumar"
~subject:"Causality analysis"
~subject:"Geldpolitik"
~subject:"Schätztheorie"
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Volatilität
Causality analysis
Geldpolitik
Schätztheorie
Estimation
338
Schätzung
338
Volatility
99
USA
96
United States
96
Börsenkurs
94
Share price
94
Capital income
90
Forecasting model
90
Kapitaleinkommen
90
Prognoseverfahren
90
Time series analysis
72
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69
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63
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63
Welt
61
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61
Inflation
45
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43
VAR-Modell
43
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41
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37
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34
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32
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32
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32
Schock
31
Shock
31
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29
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29
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120
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English
152
Author
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Gupta, Rangan
Tiwari, Aviral Kumar
Belke, Ansgar
97
McAleer, Michael
91
Caporale, Guglielmo Maria
88
Pesaran, M. Hashem
73
Pierdzioch, Christian
56
Bollerslev, Tim
46
Mumtaz, Haroon
43
Herwartz, Helmut
42
Härdle, Wolfgang
42
Gao, Jiti
41
Bahmani-Oskooee, Mohsen
40
Christiano, Lawrence J.
40
Wohar, Mark E.
40
Marcellino, Massimiliano
39
Lütkepohl, Helmut
38
Siklos, Pierre L.
38
Hautsch, Nikolaus
37
Hayo, Bernd
37
Kapetanios, George
37
Balcilar, Mehmet
35
Diebold, Francis X.
35
Gil-Alaña, Luis A.
34
Todorov, Viktor
34
Koopman, Siem Jan
33
Schorfheide, Frank
33
Linton, Oliver
32
Bouri, Elie
31
Caporin, Massimiliano
31
Huber, Florian
31
Leeper, Eric M.
30
Asai, Manabu
29
Buch, Claudia M.
29
Engle, Robert F.
29
Wolters, Jürgen
29
Apergēs, Nikolaos
28
Döpke, Jörg
28
Ma, Feng
28
Bohl, Martin T.
27
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Department of Economics working paper series
21
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
7
Applied economics
5
Applied economics letters
5
Finance research letters
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International review of economics & finance : IREF
4
Research in international business and finance
4
Working papers / University of Connecticut, Department of Economics
4
Economic modelling
3
Economics and Business Letters : EBL
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
Defence and peace economics
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of risk and financial management : JRFM
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Theoretical economics letters
2
Tourism economics : the business and finance of tourism and recreation
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economia aplicada : EA
1
Economic systems
1
Economics : the open-access, open-assessment e-journal
1
Economics, management and financial markets
1
Emerging Markets Finance and Trade, 2015
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Finmap working paper
1
Global Research Unit working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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ECONIS (ZBW)
152
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1
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152
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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
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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
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:
6
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:
7
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:
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
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:
10
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:
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