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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
~subject:"Risk"
~subject:"Schätztheorie"
~subject:"Time series analysis"
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Volatilität
Kapitaleinkommen
Risk
Schätztheorie
Time series analysis
Estimation
251
Schätzung
251
USA
89
United States
89
Forecasting model
85
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165
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Gupta, Rangan
Caporale, Guglielmo Maria
195
Gil-Alaña, Luis A.
187
McAleer, Michael
101
Pesaran, M. Hashem
89
Pierdzioch, Christian
77
Zaremba, Adam
71
Bahmani-Oskooee, Mohsen
57
Koopman, Siem Jan
57
McMillan, David G.
56
Wohar, Mark E.
56
Bollerslev, Tim
55
Herwartz, Helmut
51
Härdle, Wolfgang
48
Kapetanios, George
48
Diebold, Francis X.
47
Engle, Robert F.
47
Gao, Jiti
47
Tiwari, Aviral Kumar
47
Belke, Ansgar
46
Marcellino, Massimiliano
46
Timmermann, Allan
43
Hautsch, Nikolaus
42
Narayan, Paresh Kumar
41
Döpke, Jörg
40
Bali, Turan G.
39
Balcilar, Mehmet
38
Todorov, Viktor
38
Linton, Oliver
35
Bouri, Elie
34
Ghysels, Eric
34
Koop, Gary
34
Ma, Feng
33
Miller, Stephen M.
33
Bohl, Martin T.
32
Buch, Claudia M.
32
Ang, Andrew
31
Chang, Chia-Lin
31
Lütkepohl, Helmut
31
Caporin, Massimiliano
30
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Department of Economics working paper series
29
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Research in international business and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Working papers / University of Connecticut, Department of Economics
6
Applied economics
5
Economics letters
5
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
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3
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3
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3
International review of economics & finance : IREF
3
Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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
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2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
165
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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
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:
3
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:
4
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:
5
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:
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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