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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Volatilität
Kapitaleinkommen
Schätztheorie
Time series analysis
Estimation
174
Schätzung
174
Forecasting model
62
Prognoseverfahren
62
Volatility
59
Capital income
57
Börsenkurs
54
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54
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53
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53
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39
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35
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22
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Article
103
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103
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36
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36
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English
103
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Gupta, Rangan
Gil-Alaña, Luis A.
88
Zaremba, Adam
60
Caporale, Guglielmo Maria
52
Bahmani-Oskooee, Mohsen
47
Tiwari, Aviral Kumar
46
Wohar, Mark E.
42
McMillan, David G.
39
Narayan, Paresh Kumar
35
Pierdzioch, Christian
35
Ma, Feng
33
Xuan Vinh Vo
28
Balcilar, Mehmet
27
Bollerslev, Tim
26
Bouri, Elie
26
McAleer, Michael
26
Todorov, Viktor
26
Wang, Yudong
25
Chang, Tsangyao
24
Moosa, Imad A.
22
Zhang, Yaojie
22
Bali, Turan G.
21
Kumar, Dilip
21
Lee, Chien-chiang
21
Apergēs, Nikolaos
20
Brooks, Robert
20
Cakici, Nusret
20
Salisu, Afees A.
20
Chiang, Thomas C.
19
Sehgal, Sanjay
19
Kang, Sang Hoon
18
Rashid, Abdul
18
Tauchen, George Eugene
18
Westerlund, Joakim
18
Mensi, Walid
17
Yoon, Seong-min
17
Demirer, Rıza
16
Herwartz, Helmut
16
Jawadi, Fredj
16
Koopman, Siem Jan
16
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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
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Economics and Business Letters : EBL
3
Economics letters
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
Applied economics letters
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
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 multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Open economies review
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Structural change and economic dynamics : SC+ED
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Empirica : journal of european economics
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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 review of financial analysis
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of risk
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ECONIS (ZBW)
103
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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
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:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
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
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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