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subject:"Volatility"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Härdle, Wolfgang"
~person:"Pesaran, M. Hashem"
~subject:"Großbritannien"
~type:"article"
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Volatility
Großbritannien
Estimation
242
Schätzung
242
Volatilität
79
Forecasting model
76
Prognoseverfahren
76
Börsenkurs
69
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69
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64
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Gupta, Rangan
Hautsch, Nikolaus
Härdle, Wolfgang
Pesaran, M. Hashem
Gil-Alaña, Luis A.
37
Bahmani-Oskooee, Mohsen
35
Caporale, Guglielmo Maria
28
Ma, Feng
26
Bollerslev, Tim
25
McAleer, Michael
24
Todorov, Viktor
24
Wohar, Mark E.
24
Pierdzioch, Christian
23
Bouri, Elie
22
Balcilar, Mehmet
21
Xuan Vinh Vo
21
Kumar, Dilip
20
Mensi, Walid
18
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Asai, Manabu
16
Apergēs, Nikolaos
15
Hamori, Shigeyuki
15
Rashid, Abdul
15
Blundell, Richard W.
14
Brooks, Robert
14
Li, Jia
14
McMillan, David G.
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Chiang, Thomas C.
13
Narayan, Paresh Kumar
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhang, Yaojie
13
Zhu, Huiming
13
Belke, Ansgar
12
Hegerty, Scott W.
12
Herwartz, Helmut
12
Jawadi, Fredj
12
Lee, Chien-chiang
12
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The North American journal of economics and finance : a journal of financial economics studies
7
Applied quantitative 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
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
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Journal of forecasting
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Journal of multinational financial management
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Economics and Business Letters : EBL
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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International journal of forecasting
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Journal of applied econometrics
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Journal of behavioral and experimental finance
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Journal of emerging market finance
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ECONIS (ZBW)
92
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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
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:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
6
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:
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
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
9
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
10
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
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