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~accessRights:"free"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Weber, Enzo"
~subject:"Schätzung"
~subject:"Volatilität"
~type:"book"
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Schätzung
Volatilität
United States
50
USA
48
Estimation
40
Forecasting model
27
Prognoseverfahren
27
Volatility
27
Business cycle
22
Konjunktur
22
VAR model
20
VAR-Modell
20
Börsenkurs
19
Share price
19
Risiko
18
Risk
18
Cointegration
15
Schock
14
Shock
14
Aktienmarkt
13
Climate change
13
Klimawandel
13
Stock market
13
Theorie
13
Theory
13
ARCH model
12
ARCH-Modell
12
Correlation
12
Forecasting
12
Immobilienpreis
12
Real estate price
12
Time series analysis
12
Welt
12
World
12
Zeitreihenanalyse
12
Capital income
11
Kapitaleinkommen
11
Korrelation
11
EU countries
10
EU-Staaten
10
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Article
4
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Arbeitspapier
54
Graue Literatur
54
Non-commercial literature
54
Working Paper
54
Article in journal
1
Aufsatz in Zeitschrift
1
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
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Language
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English
Author
All
Gupta, Rangan
Weber, Enzo
Caporale, Guglielmo Maria
60
McAleer, Michael
43
Gil-Alaña, Luis A.
31
Pierdzioch, Christian
30
Hayo, Bernd
26
Döpke, Jörg
24
Minford, Patrick
24
Wagner, Joachim
21
Buch, Claudia M.
20
Chang, Chia-Lin
16
Huber, Florian
16
Härdle, Wolfgang
16
Merkl, Christian
16
Stulz, René M.
16
Meenagh, David
15
Miller, Stephen M.
15
Pesaran, M. Hashem
14
Voigt, Stefan
14
Diebold, Francis X.
13
Fischer, Manfred M.
13
Galí, Jordi
13
Guo, Hui
13
Sala, Hector
13
Tillmann, Peter
13
Bauer, Thomas K.
12
Dreger, Christian
12
Spagnolo, Nicola
12
Theodoridis, Konstantinos
12
Andreasen, Martin Møller
11
Caggiano, Giovanni
11
Czarnitzki, Dirk
11
Gottschalk, Jan
11
Salvanes, Kjell G.
11
Sercu, Piet
11
Stadtmann, Georg
11
Adam, Klaus
10
Belke, Ansgar
10
Bollerslev, Tim
10
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Institution
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
Published in...
All
Department of Economics working paper series
24
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
11
SFB 649 discussion paper
5
Working papers / University of Connecticut, Department of Economics
3
Discussion paper series / University of Heidelberg, Department of Economics
2
Global Research Unit working paper
2
CREATES research paper
1
Cardiff economics working papers
1
Econometric Institute research papers
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics and finance working paper series
1
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
1
Working paper series
1
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Source
All
ECONIS (ZBW)
56
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56
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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
Identifying the shocks behind
business
cycle asynchrony in Euroland
Trenkler, Carsten
;
Weber, Enzo
-
2012
This paper investigates which shocks drive asynchrony of
business
cycles in the euro area. Thereby, it unites two …
Persistent link: https://www.econbiz.de/10011489953
Saved in:
3
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:
4
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
-
2024
Persistent link: https://www.econbiz.de/10015051333
Saved in:
5
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
6
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:
7
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
8
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:
9
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
10
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
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