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~isPartOf:"Annals of financial economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of real estate finance and economics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Zeitreihenanalyse
Forecasting model
16
Prognoseverfahren
16
Capital income
14
Kapitaleinkommen
14
USA
14
United States
14
Immobilienpreis
11
Real estate price
11
Estimation
10
Risiko
10
Risk
10
Schätzung
10
Börsenkurs
9
Share price
9
Aktienmarkt
7
Stock market
7
Welt
7
World
7
Causality analysis
6
Forecast
6
Kausalanalyse
6
Prognose
6
Theorie
6
Theory
6
Housing market
5
VAR model
5
VAR-Modell
5
Wohnungsmarkt
5
forecasting
5
Exchange rate
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Stock returns
4
Time series analysis
4
Wechselkurs
4
Yield curve
4
Zinsstruktur
4
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Undetermined
18
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19
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Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
19
Language
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English
Lithuanian
Undetermined
Author
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Gupta, Rangan
Wohar, Mark E.
9
Eichholtz, Piet
8
Gil-Alaña, Luis A.
8
Ma, Feng
8
Hoesli, Martin
7
Pierdzioch, Christian
7
Arize, Augustine Chuck
6
Balcilar, Mehmet
6
Brounen, Dirk
6
Caporin, Massimiliano
6
Dunis, Christian
6
Harvey, David I.
6
Leybourne, Stephen James
6
Machin, Stephen
6
McMillan, David G.
6
Stewart, Mark B.
6
Tiwari, Aviral Kumar
6
Coakley, Jerry
5
Franses, Philip Hans
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Kutan, Ali Mustafa
5
Liow, Kim Hiang
5
McAleer, Michael
5
Mensi, Walid
5
Miller, Stephen M.
5
Stevenson, Simon
5
Taylor, Robert
5
Xuan Vinh Vo
5
Zhang, Chengsi
5
Abakah, Emmanuel Joel Aikins
4
Ap Gwilym, Owain
4
Banerjee, Anindya
4
Binner, Jane M.
4
Blackaby, David
4
Bond, Shaun A.
4
Booth, Alison L.
4
Bradley, Steve
4
Brooks, Robert
4
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Annals of financial economics
International review of economics & finance : IREF
Oxford bulletin of economics and statistics
The European journal of finance
The journal of real estate finance and economics
Applied economics
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of forecasting
8
Applied economics letters
7
Research in international business and finance
7
Economic modelling
6
Economics letters
6
International journal of finance & economics : IJFE
5
Journal of multinational financial management
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Computational economics
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
International review of financial analysis
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Journal of risk and financial management : JRFM
3
The journal of developing areas
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Global finance journal
2
International economics and economic policy : IEEP
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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ECONIS (ZBW)
19
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1
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10
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19
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date (oldest first)
1
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
2
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
3
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
4
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
5
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
6
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
7
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
8
Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Shiba, Sisa
;
Gupta, Rangan
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
Saved in:
9
Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012643036
Saved in:
10
Movements in international bond markets : the role of oil prices
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Bouri, Elie
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012486293
Saved in:
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