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subject:"Volatility"
~person:"Bollerslev, Tim"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"South Africa"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Forecasting model
Großbritannien
Impact assessment
Prognoseverfahren
Shock
South Africa
Volatilität
Estimation
204
Schätzung
204
Capital income
76
Kapitaleinkommen
76
Börsenkurs
66
Share price
66
USA
64
United States
64
Time series analysis
42
Zeitreihenanalyse
42
Aktienmarkt
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
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22
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19
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19
Causality analysis
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19
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19
Risk premium
19
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19
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Article
146
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147
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48
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English
147
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Bollerslev, Tim
Gupta, Rangan
Gil-Alaña, Luis A.
44
Pierdzioch, Christian
41
Balcilar, Mehmet
39
Wohar, Mark E.
39
Bahmani-Oskooee, Mohsen
37
Ma, Feng
36
Caporale, Guglielmo Maria
35
McMillan, David G.
35
Narayan, Paresh Kumar
34
Zaremba, Adam
31
Bouri, Elie
26
Todorov, Viktor
26
McAleer, Michael
25
Wang, Yudong
25
Xuan Vinh Vo
25
Apergēs, Nikolaos
24
Tiwari, Aviral Kumar
24
Moosa, Imad A.
23
Zhang, Yaojie
23
Kumar, Dilip
21
Salisu, Afees A.
21
Mensi, Walid
19
Döpke, Jörg
17
Herwartz, Helmut
17
Kang, Sang Hoon
17
Rashid, Abdul
17
Belke, Ansgar
16
Demirer, Rıza
16
Lee, Chien-chiang
16
Marcellino, Massimiliano
16
Nonejad, Nima
16
Wei, Yu
16
Asai, Manabu
15
Bali, Turan G.
15
Hammoudeh, Shawkat
15
Li, Jia
15
Mumtaz, Haroon
15
Yin, Libo
15
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The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
8
Applied economics
7
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 letters
5
Economic modelling
5
Journal of financial economics
5
Research in international business and finance
5
International journal of finance & economics : IJFE
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
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
Defence and peace economics
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
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Contemporary economics
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
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
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ECONIS (ZBW)
147
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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
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
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