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subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Volatilität
Estimation
174
Schätzung
174
Forecasting model
63
Capital income
57
Kapitaleinkommen
57
Börsenkurs
54
Share price
54
USA
52
United States
52
Aktienmarkt
39
Stock market
39
Risiko
36
Risk
36
Time series analysis
32
Welt
32
World
32
Zeitreihenanalyse
32
VAR model
28
VAR-Modell
28
Inflation
22
Theorie
21
Theory
21
Immobilienpreis
20
Real estate price
20
Causality analysis
19
Geldpolitik
19
Kausalanalyse
19
Monetary policy
19
Schock
19
Shock
19
South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
ARCH model
17
ARCH-Modell
17
Cointegration
16
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Undetermined
92
Free
5
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Article
105
Book / Working Paper
1
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Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
105
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
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1
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English
106
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Gupta, Rangan
Pierdzioch, Christian
39
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
Bollerslev, Tim
24
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
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
Research in international business and finance
4
Applied economics letters
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 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
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 / Journal articles : the open-access, open-assessment journal
1
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 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 review of financial analysis
1
Journal of behavioral and experimental finance
1
Journal of economic studies
1
Journal of emerging market finance
1
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ECONIS (ZBW)
106
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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
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:
7
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:
8
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:
9
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
Saved in:
10
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:
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