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subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Konsumentenverhalten"
~subject:"Wirtschaftswachstum"
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Volatility
Konsumentenverhalten
Wirtschaftswachstum
Estimation
257
Schätzung
257
USA
91
United States
91
Forecasting model
88
Prognoseverfahren
88
Volatilität
84
Capital income
77
Kapitaleinkommen
77
Börsenkurs
73
Share price
73
Risiko
59
Risk
59
Welt
52
World
52
Aktienmarkt
51
Stock market
51
Time series analysis
49
Zeitreihenanalyse
49
Inflation
37
VAR model
36
VAR-Modell
36
Theorie
30
Theory
30
Immobilienpreis
29
Real estate price
29
Climate change
28
Klimawandel
28
ARCH model
26
ARCH-Modell
26
Causality analysis
24
Cointegration
24
Kausalanalyse
24
Kointegration
24
Geldpolitik
23
Monetary policy
23
Schock
23
Shock
23
Nichtparametrisches Verfahren
22
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66
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29
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Article
76
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27
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75
Aufsatz in Zeitschrift
75
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25
Graue Literatur
25
Non-commercial literature
25
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25
Aufsatz im Buch
1
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1
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1
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1
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Language
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English
103
Author
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Gupta, Rangan
McAleer, Michael
91
Caporale, Guglielmo Maria
70
Pierdzioch, Christian
52
Bollerslev, Tim
44
Belke, Ansgar
38
Gil-Alaña, Luis A.
37
Bahmani-Oskooee, Mohsen
36
Pradhan, Rudra Prakash
36
Pesaran, M. Hashem
35
Todorov, Viktor
34
Koopman, Siem Jan
32
Bouri, Elie
31
Chang, Chia-Lin
31
Hautsch, Nikolaus
31
Herwartz, Helmut
30
Asai, Manabu
29
Narayan, Paresh Kumar
29
Tiwari, Aviral Kumar
29
Woessmann, Ludger
29
Härdle, Wolfgang
28
Ma, Feng
28
Asongu, Simplice
27
Buch, Claudia M.
27
Crespo Cuaresma, Jesús
27
Wohar, Mark E.
26
Acemoglu, Daron
25
Balcilar, Mehmet
25
Caporin, Massimiliano
25
Döpke, Jörg
25
Graff, Michael
25
Levine, Ross
25
Shahbaz, Muhammad
25
Apergēs, Nikolaos
24
Engle, Robert F.
24
Mohaddes, Kamiar
24
Mumtaz, Haroon
24
Rault, Christophe
24
Robinson, James A.
24
Xuan Vinh Vo
24
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Department of Economics working paper series
21
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Research in international business and finance
3
Defence and peace economics
2
Economic modelling
2
Economics and Business Letters : EBL
2
Economics letters
2
Energy economics
2
International review of economics & finance : IREF
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
Journal of forecasting
2
Journal of multinational financial management
2
The European journal of finance
2
Working papers / University of Connecticut, Department of Economics
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economic systems
1
Economics, management and financial markets
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 journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finmap working paper
1
Global Research Unit working paper
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
Journal of applied economics
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of international commerce, economics and policy
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ECONIS (ZBW)
103
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1
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
2
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
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:
4
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
5
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
6
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
7
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
8
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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