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subject:"Volatility"
~person:"Bollerslev, Tim"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Nonparametric statistics"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Forecasting model
Großbritannien
Impact assessment
Nonparametric statistics
Prognoseverfahren
Shock
Volatilität
Estimation
204
Schätzung
204
Capital income
76
Kapitaleinkommen
76
Börsenkurs
66
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66
USA
64
United States
64
Time series analysis
42
Zeitreihenanalyse
42
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40
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40
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40
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40
Welt
34
World
34
Theorie
33
Theory
33
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28
VAR-Modell
28
Inflation
22
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19
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19
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19
Geldpolitik
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Kausalanalyse
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19
Risk premium
19
Schock
19
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Article
139
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140
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English
140
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Bollerslev, Tim
Gupta, Rangan
Gil-Alaña, Luis A.
42
Pierdzioch, Christian
41
Wohar, Mark E.
38
Bahmani-Oskooee, Mohsen
37
Ma, Feng
36
McMillan, David G.
36
Caporale, Guglielmo Maria
34
Narayan, Paresh Kumar
34
Balcilar, Mehmet
33
Zaremba, Adam
31
Bouri, Elie
26
McAleer, Michael
26
Tiwari, Aviral Kumar
26
Todorov, Viktor
26
Wang, Yudong
25
Xuan Vinh Vo
25
Apergēs, Nikolaos
24
Moosa, Imad A.
23
Zhang, Yaojie
23
Kumar, Dilip
21
Salisu, Afees A.
21
Mensi, Walid
19
Herwartz, Helmut
18
Kang, Sang Hoon
18
Döpke, Jörg
17
Linton, Oliver
17
Marcellino, Massimiliano
17
Rashid, Abdul
17
Belke, Ansgar
16
Blundell, Richard W.
16
Demirer, Rıza
16
Hammoudeh, Shawkat
16
Lee, Chien-chiang
16
Nonejad, Nima
16
Wei, Yu
16
Asai, Manabu
15
Bali, Turan G.
15
Kumbhakar, Subal
15
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The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
8
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
Applied economics letters
5
Economic modelling
5
International journal of finance & economics : IJFE
5
Journal of financial economics
5
Research in international business and finance
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
Economics and Business Letters : EBL
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 business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Contemporary economics
1
Defence and peace economics
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1
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1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economic review
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 finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
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ECONIS (ZBW)
140
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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 role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
3
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:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
5
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
6
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
7
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:
8
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
9
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:
10
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
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