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subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Share price
United States
Volatilität
Estimation
178
Schätzung
178
Forecasting model
65
Capital income
59
Kapitaleinkommen
59
Börsenkurs
56
USA
54
Aktienmarkt
41
Stock market
41
Risiko
37
Risk
37
Welt
34
World
34
Time series analysis
33
Zeitreihenanalyse
33
VAR model
28
VAR-Modell
28
Inflation
23
Immobilienpreis
21
Real estate price
21
Theorie
21
Theory
21
Causality analysis
19
Geldpolitik
19
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19
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Schock
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Shock
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South Africa
19
Südafrika
19
ARCH model
18
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18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
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9
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Article
139
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1
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English
140
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Gupta, Rangan
Gil-Alaña, Luis A.
71
Bahmani-Oskooee, Mohsen
57
Wohar, Mark E.
56
Caporale, Guglielmo Maria
55
Zaremba, Adam
49
Pierdzioch, Christian
47
McMillan, David G.
42
Tiwari, Aviral Kumar
42
Narayan, Paresh Kumar
39
Balcilar, Mehmet
36
Ma, Feng
35
Apergēs, Nikolaos
31
Bouri, Elie
30
McAleer, Michael
30
Moosa, Imad A.
30
Belke, Ansgar
29
Bollerslev, Tim
29
Wang, Yudong
29
Todorov, Viktor
27
Xuan Vinh Vo
27
Lee, Chien-chiang
26
Zhang, Yaojie
26
Jawadi, Fredj
24
Salisu, Afees A.
24
Serletis, Apostolos
24
Blundell, Richard W.
22
Brooks, Robert
22
Kumar, Dilip
22
Payne, James E.
22
Hsing, Yu
21
Koopman, Siem Jan
21
Bali, Turan G.
19
Chiang, Thomas C.
19
Döpke, Jörg
19
Hammoudeh, Shawkat
19
Hamori, Shigeyuki
19
Herwartz, Helmut
19
Mensi, Walid
19
Miller, Stephen M.
19
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The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
8
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
6
Research in international business and finance
6
Economic modelling
5
Economics letters
5
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy economics
4
International journal of finance & economics : IJFE
4
Economics and Business Letters : EBL
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Economic systems
2
Economics, management and financial markets
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
1
Economics : the open-access, open-assessment journal
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
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
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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
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
8
Inflation-inequality puzzle : is it still apparent?
Berisha, Edmond
;
Gupta, Rangan
;
Gharehgozli, Orkideh
- In:
Journal of economic studies
51
(
2024
)
7
,
pp. 1461-1480
Persistent link: https://www.econbiz.de/10015052351
Saved in:
9
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:
10
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:
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