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subject:"Volatility"
~language:"deu"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Share price"
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Volatility
Cointegration
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Estimation
251
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251
USA
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89
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85
Prognoseverfahren
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Gupta, Rangan
Caporale, Guglielmo Maria
187
Gil-Alaña, Luis A.
140
McAleer, Michael
97
Belke, Ansgar
84
Pierdzioch, Christian
80
Bahmani-Oskooee, Mohsen
69
Narayan, Paresh Kumar
68
Bollerslev, Tim
60
McMillan, David G.
52
Hautsch, Nikolaus
48
Tiwari, Aviral Kumar
48
Wohar, Mark E.
48
Herwartz, Helmut
47
Bohl, Martin T.
46
Todorov, Viktor
43
Pesaran, M. Hashem
40
Cheung, Yin-Wong
39
Engle, Robert F.
39
Zaremba, Adam
39
Döpke, Jörg
37
Härdle, Wolfgang
36
Beckmann, Joscha
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Bouri, Elie
33
Allen, David E.
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Shahbaz, Muhammad
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Balcilar, Mehmet
31
Buch, Claudia M.
31
Dreger, Christian
30
Lee, Chien-chiang
30
Ma, Feng
30
Asai, Manabu
29
Lettau, Martin
29
Bali, Turan G.
28
Caporin, Massimiliano
28
Chang, Chia-Lin
28
Nielsen, Morten Ørregaard
28
Xuan Vinh Vo
28
Apergēs, Nikolaos
27
Chang, Tsangyao
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Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
10
Research in international business and finance
6
Economic modelling
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working papers / University of Connecticut, Department of Economics
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
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