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subject:"Volatility"
~person:"Bollerslev, Tim"
~person:"Gupta, Rangan"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Volatilität
Estimation
202
Schätzung
202
Capital income
75
Kapitaleinkommen
75
Forecasting model
71
Börsenkurs
65
Share price
65
USA
63
United States
63
Time series analysis
42
Zeitreihenanalyse
42
Aktienmarkt
39
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39
Risk
39
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39
Theorie
33
Theory
33
Welt
33
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33
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28
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28
Inflation
22
Nichtparametrisches Verfahren
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22
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20
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20
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19
Geldpolitik
19
Kausalanalyse
19
Monetary policy
19
Risikoprämie
19
Risk premium
19
Schock
19
Shock
19
South Africa
19
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19
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128
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129
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44
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44
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129
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Bollerslev, Tim
Gupta, Rangan
Pierdzioch, Christian
38
Bahmani-Oskooee, Mohsen
37
Gil-Alaña, Luis A.
37
Wohar, Mark E.
36
McMillan, David G.
35
Ma, Feng
33
Balcilar, Mehmet
32
Narayan, Paresh Kumar
31
Caporale, Guglielmo Maria
30
Zaremba, Adam
30
Bouri, Elie
25
Todorov, Viktor
25
Wang, Yudong
25
McAleer, Michael
24
Moosa, Imad A.
23
Xuan Vinh Vo
23
Zhang, Yaojie
22
Kumar, Dilip
21
Apergēs, Nikolaos
20
Salisu, Afees A.
19
Mensi, Walid
17
Rashid, Abdul
17
Tiwari, Aviral Kumar
17
Kang, Sang Hoon
16
Lee, Chien-chiang
16
Nonejad, Nima
16
Wei, Yu
16
Asai, Manabu
15
Bali, Turan G.
15
Zhu, Huiming
15
Andersen, Torben
14
Brooks, Robert
14
Chiang, Thomas C.
14
Demirer, Rıza
14
Döpke, Jörg
14
Herwartz, Helmut
14
Li, Jia
14
Marcellino, Massimiliano
14
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The North American journal of economics and finance : a journal of financial economics studies
9
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
Economic modelling
5
Journal of financial economics
5
Research in international business and finance
4
Applied economics letters
3
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 journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
The European journal of finance
3
Economics and Business Letters : EBL
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
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Defence and peace economics
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Economics, management and financial markets
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 journal of forecasting
1
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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