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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"Kausalanalyse"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Schätztheorie"
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Volatilität
Kausalanalyse
Kointegration
Nichtparametrisches Verfahren
Schätztheorie
Estimation
254
Schätzung
254
USA
90
United States
90
Forecasting model
86
Prognoseverfahren
86
Volatility
82
Capital income
74
Kapitaleinkommen
74
Börsenkurs
71
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71
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57
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49
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Time series analysis
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24
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23
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23
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23
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23
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22
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English
122
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Gupta, Rangan
Caporale, Guglielmo Maria
176
Gil-Alaña, Luis A.
136
McAleer, Michael
99
Belke, Ansgar
80
Bahmani-Oskooee, Mohsen
70
Pesaran, M. Hashem
66
Gao, Jiti
61
Linton, Oliver
55
Härdle, Wolfgang
54
Pierdzioch, Christian
52
Herwartz, Helmut
51
Narayan, Paresh Kumar
51
Hautsch, Nikolaus
48
Bollerslev, Tim
47
Cheung, Yin-Wong
44
Tiwari, Aviral Kumar
43
Wohar, Mark E.
40
Balcilar, Mehmet
39
Kapetanios, George
39
Marcellino, Massimiliano
37
Lütkepohl, Helmut
36
Diebold, Francis X.
35
Chang, Tsangyao
34
Todorov, Viktor
34
Beckmann, Joscha
32
Caporin, Massimiliano
32
Koopman, Siem Jan
32
Nielsen, Morten Ørregaard
32
Shahbaz, Muhammad
32
Buch, Claudia M.
31
Dreger, Christian
31
Engle, Robert F.
31
Wolters, Jürgen
31
Allen, David E.
30
Pradhan, Rudra Prakash
30
Apergēs, Nikolaos
29
Asai, Manabu
29
Bouri, Elie
29
Chang, Chia-Lin
29
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Department of Economics working paper series
19
The North American journal of economics and finance : a journal of financial economics studies
8
Working papers / University of Connecticut, Department of Economics
7
International review of economics & finance : IREF
4
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
3
Economics and Business Letters : EBL
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
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2
Defence and peace economics
2
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2
Economics letters
2
Emerging markets review
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 applied economics
2
Journal of economics and finance
2
Macroeconomic dynamics
2
The European journal of finance
2
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Finmap working paper
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Global Research Unit working paper
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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
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ECONIS (ZBW)
122
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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
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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