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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatilität
ARCH model
Business cycle
Cointegration
Geldpolitik
Inflation
Risk
Welt
Estimation
233
Schätzung
233
USA
83
United States
83
Forecasting model
82
Prognoseverfahren
82
Volatility
79
Capital income
72
Kapitaleinkommen
72
Börsenkurs
68
Share price
68
Risiko
53
Aktienmarkt
48
Stock market
48
World
47
Time series analysis
46
Zeitreihenanalyse
46
VAR model
35
VAR-Modell
35
Immobilienpreis
27
Real estate price
27
Theorie
27
Theory
27
Climate change
24
Klimawandel
24
ARCH-Modell
23
Causality analysis
23
Kausalanalyse
23
Schock
23
Shock
23
Kointegration
22
Monetary policy
22
Nichtparametrisches Verfahren
21
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Undetermined
105
Free
51
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Article
121
Book / Working Paper
47
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Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
122
Graue Literatur
47
Non-commercial literature
47
Working Paper
46
Aufsatz im Buch
1
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1
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1
Collection of articles written by one author
1
Conference paper
1
Fallstudie
1
Hochschulschrift
1
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1
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1
Thesis
1
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Language
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English
168
Author
All
Gupta, Rangan
Caporale, Guglielmo Maria
184
Gil-Alaña, Luis A.
177
Belke, Ansgar
148
Bahmani-Oskooee, Mohsen
88
McAleer, Michael
87
Schneider, Friedrich
77
Buch, Claudia M.
69
Pierdzioch, Christian
64
Pesaran, M. Hashem
56
Wohar, Mark E.
51
Dreher, Axel
50
Herwartz, Helmut
50
Rose, Andrew
50
Cheung, Yin-Wong
49
Apergēs, Nikolaos
48
MacDonald, Ronald
47
Beckmann, Joscha
45
Döpke, Jörg
45
Tiwari, Aviral Kumar
45
Woessmann, Ludger
45
Balcilar, Mehmet
44
Marcellino, Massimiliano
44
Mumtaz, Haroon
44
Voigt, Stefan
42
Nunnenkamp, Peter
40
Lee, Chien-chiang
39
Miller, Stephen M.
39
Shahbaz, Muhammad
39
Bollerslev, Tim
38
Hayo, Bernd
38
Jordà, Òscar
38
Narayan, Paresh Kumar
37
Van Reenen, John
37
Afonso, António
36
Haan, Jakob de
35
Lütkepohl, Helmut
35
Carstensen, Kai
34
Taylor, Alan M.
34
Chang, Chia-Lin
33
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Department of Economics working paper series
32
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
7
Research in international business and finance
7
Working papers / University of Connecticut, Department of Economics
7
Economics letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Applied economics
3
Applied economics letters
3
Energy economics
3
International review of economics & finance : IREF
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Economic modelling
2
Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of economics and finance
1
Annals of financial economics
1
Applied financial economics
1
CESifo working papers
1
Contemporary economics
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
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ECONIS (ZBW)
168
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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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
3
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:
4
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
5
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:
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
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
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:
10
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:
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