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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"Causality analysis"
~subject:"Geldpolitik"
~subject:"Real estate price"
~subject:"Schätztheorie"
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Volatilität
Causality analysis
Geldpolitik
Real estate price
Schätztheorie
Estimation
257
Schätzung
257
USA
91
United States
91
Forecasting model
88
Prognoseverfahren
88
Volatility
84
Capital income
77
Kapitaleinkommen
77
Börsenkurs
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59
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52
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24
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23
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23
Shock
23
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English
135
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Gupta, Rangan
Belke, Ansgar
104
Caporale, Guglielmo Maria
98
McAleer, Michael
91
Pesaran, M. Hashem
73
Pierdzioch, Christian
57
Bollerslev, Tim
46
Wohar, Mark E.
46
Gil-Alaña, Luis A.
43
Mumtaz, Haroon
43
Herwartz, Helmut
42
Härdle, Wolfgang
42
Marcellino, Massimiliano
42
Gao, Jiti
41
Bahmani-Oskooee, Mohsen
40
Christiano, Lawrence J.
40
Lütkepohl, Helmut
38
Siklos, Pierre L.
38
Hautsch, Nikolaus
37
Hayo, Bernd
37
Kapetanios, George
37
Tiwari, Aviral Kumar
37
Balcilar, Mehmet
36
Diebold, Francis X.
35
Jordà, Òscar
35
Todorov, Viktor
34
Caporin, Massimiliano
33
Koopman, Siem Jan
33
Schorfheide, Frank
33
Linton, Oliver
32
Wolters, Jürgen
32
Bouri, Elie
31
Huber, Florian
31
Apergēs, Nikolaos
30
Leeper, Eric M.
30
Miller, Stephen M.
30
Asai, Manabu
29
Buch, Claudia M.
29
Engle, Robert F.
29
Bohl, Martin T.
28
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Department of Economics working paper series
22
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
6
Working papers / University of Connecticut, Department of Economics
6
International review of economics & finance : IREF
5
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Finance research letters
3
Journal of multinational financial management
3
Defence and peace economics
2
Economic modelling
2
Economics letters
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
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 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
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Cardiff economics working papers
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Economic systems
1
Economics : the open-access, open-assessment e-journal
1
Economics, management and financial markets
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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
International economics and economic policy : IEEP
1
International journal of forecasting
1
International journal of strategic property management
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ECONIS (ZBW)
135
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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