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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Wu, Xinyu"
~subject:"Causality analysis"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Volatilität
Causality analysis
Schätztheorie
Estimation
189
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189
Volatility
74
Forecasting model
73
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73
Capital income
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Gupta, Rangan
Wu, Xinyu
Bahmani-Oskooee, Mohsen
33
Tiwari, Aviral Kumar
33
Balcilar, Mehmet
27
Ma, Feng
27
Wohar, Mark E.
26
McAleer, Michael
25
Bollerslev, Tim
24
Bouri, Elie
24
Todorov, Viktor
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Xuan Vinh Vo
24
Pierdzioch, Christian
23
Pradhan, Rudra Prakash
21
Apergēs, Nikolaos
20
Caporale, Guglielmo Maria
20
Kumar, Dilip
20
Kang, Sang Hoon
19
Mensi, Walid
19
Shahbaz, Muhammad
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Lee, Chien-chiang
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Brooks, Robert
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Narayan, Paresh Kumar
16
Rashid, Abdul
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Tauchen, George Eugene
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Asai, Manabu
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Gil-Alaña, Luis A.
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Kumbhakar, Subal
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Yoon, Seong-min
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Zhu, Huiming
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14
Hammoudeh, Shawkat
14
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14
Wei, Yu
14
Andersen, Torben
13
Caporin, Massimiliano
13
Chiang, Thomas C.
13
McMillan, David G.
13
Su, Liangjun
13
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13
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The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
5
Applied economics
4
Applied economics letters
4
International review of economics & finance : IREF
4
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4
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ECONIS (ZBW)
89
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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
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:
3
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
5
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
6
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
7
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
8
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
9
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
10
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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