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~accessRights:"free"
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"Volatility"
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Kapitaleinkommen
Time series analysis
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69
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Gupta, Rangan
Caporale, Guglielmo Maria
105
McAleer, Michael
80
Gil-Alaña, Luis A.
62
Phillips, Peter C. B.
58
Johansen, Søren
44
Teräsvirta, Timo
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Kunst, Robert M.
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Miller, Stephen M.
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Nielsen, Morten Ørregaard
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Pierdzioch, Christian
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Härdle, Wolfgang
30
Pesaran, M. Hashem
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Allen, David E.
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Chang, Chia-Lin
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Nielsen, Bent
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Bollerslev, Tim
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Harvey, Andrew C.
26
Linton, Oliver
26
Lux, Thomas
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Billio, Monica
25
Diebold, Francis X.
24
Ravazzolo, Francesco
24
Shephard, Neil G.
23
Dijk, Herman K. van
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Casarin, Roberto
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Grassi, Stefano
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Hendry, David F.
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Plastun, Alex
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Cavaliere, Giuseppe
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Croux, Christophe
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Dijk, Dick van
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Koop, Gary
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Swanson, Norman R.
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Todorov, Viktor
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Costantini, Mauro
18
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Kim, Hyeongwoo
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ECONIS (ZBW)
87
RePEc
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1
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
2
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
3
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:
4
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:
5
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:
6
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
7
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:
8
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:
9
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
10
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
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