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~accessRights:"free"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Miller, Stephen M."
~person:"Weber, Enzo"
~subject:"Volatilität"
~type:"book"
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Volatilität
United States
62
USA
60
Estimation
49
Schätzung
49
Volatility
33
Business cycle
25
Forecasting model
25
Konjunktur
25
Prognoseverfahren
25
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21
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21
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20
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20
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19
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19
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19
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19
Cointegration
17
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17
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17
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16
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16
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16
Welt
16
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16
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16
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14
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14
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13
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13
Klimawandel
13
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13
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Immobilienpreis
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Real estate price
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Time series analysis
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Arbeitspapier
33
Graue Literatur
33
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33
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33
Conference paper
1
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1
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1
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English
Author
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Gupta, Rangan
Miller, Stephen M.
Weber, Enzo
McAleer, Michael
37
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
17
Buch, Claudia M.
11
Chang, Chia-Lin
11
Spagnolo, Nicola
11
Diebold, Francis X.
10
Guo, Hui
9
Härdle, Wolfgang
9
Hautsch, Nikolaus
8
Andersen, Torben
7
Bollerslev, Tim
7
Xu, Yongdeng
7
Alòs, Elisa
6
Asai, Manabu
6
Benk, Szilárd
6
Caporin, Massimiliano
6
Chiarella, Carl
6
Döpke, Jörg
6
Gil-Alaña, Luis A.
6
Gillman, Max
6
Kejak, Michal
6
Mumtaz, Haroon
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Siklos, Pierre L.
6
Vespignani, Joaquin
6
Allen, David E.
5
Bartram, Söhnke M.
5
Branger, Nicole
5
Cepni, Oguzhan
5
Dijk, Dick van
5
Fang, Wen-shwo
5
Huber, Florian
5
Häfke, Christian
5
Karolyi, G. Andrew
5
Minford, Patrick
5
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Institution
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Department of Economics working paper series
13
Working papers / University of Connecticut, Department of Economics
8
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
SFB 649 discussion paper
3
Discussion paper series / University of Heidelberg, Department of Economics
2
Global Research Unit working paper
2
CREATES research paper
1
Econometric Institute research papers
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ECONIS (ZBW)
33
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1
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
4
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
5
The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
6
Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
7
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
8
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:
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
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
Saved in:
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