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subject:"Volatility"
~person:"Gupta, Rangan"
~person:"Wohar, Mark E."
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Real estate price"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Real estate price
Volatilität
Estimation
227
Schätzung
227
Capital income
70
Kapitaleinkommen
70
Börsenkurs
69
Share price
69
Forecasting model
66
USA
63
United States
63
Aktienmarkt
47
Stock market
47
Risk
39
Risiko
38
Welt
38
World
38
Time series analysis
37
Zeitreihenanalyse
37
Theorie
33
Theory
33
VAR model
31
VAR-Modell
31
Inflation
28
Geldpolitik
23
Monetary policy
23
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22
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22
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22
Causality analysis
21
Kausalanalyse
21
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19
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19
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19
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19
South Africa
19
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Undetermined
105
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5
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Article
127
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1
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128
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35
Graue Literatur
35
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35
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35
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English
128
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Gupta, Rangan
Wohar, Mark E.
Gil-Alaña, Luis A.
40
Pierdzioch, Christian
38
Bahmani-Oskooee, Mohsen
37
McMillan, David G.
35
Ma, Feng
33
Balcilar, Mehmet
32
Caporale, Guglielmo Maria
32
Narayan, Paresh Kumar
31
Zaremba, Adam
30
Bouri, Elie
25
Todorov, Viktor
25
Wang, Yudong
25
Bollerslev, Tim
24
McAleer, Michael
24
Apergēs, Nikolaos
23
Moosa, Imad A.
23
Xuan Vinh Vo
23
Zhang, Yaojie
22
Kumar, Dilip
21
Salisu, Afees A.
19
Kang, Sang Hoon
18
Mensi, Walid
18
Lee, Chien-chiang
17
Rashid, Abdul
17
Tiwari, Aviral Kumar
17
Nonejad, Nima
16
Wei, Yu
16
Zhu, Huiming
16
Asai, Manabu
15
Bali, Turan G.
15
Belke, Ansgar
15
Shi, Yanlin
15
Andersen, Torben
14
Brooks, Robert
14
Caporin, Massimiliano
14
Chiang, Thomas C.
14
Demirer, Rıza
14
Döpke, Jörg
14
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The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
8
Applied economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International review of economics & finance : IREF
6
Applied economics letters
5
Economic modelling
5
International journal of finance & economics : IJFE
4
Research in international business and finance
4
Economics letters
3
Energy economics
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
The European journal of finance
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of international financial markets, institutions & money
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
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Contemporary economics
1
Defence and peace economics
1
Economics / Journal articles : the open-access, open-assessment journal
1
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Emerging markets review
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Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
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
International journal of strategic property management
1
Journal of behavioral and experimental finance
1
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ECONIS (ZBW)
128
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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
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
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
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:
5
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:
6
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:
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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