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~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:"Schätzung"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Schätzung
Volatility
Volatilität
Zeitreihenanalyse
Capital income
14
Kapitaleinkommen
14
Forecasting model
12
Prognoseverfahren
12
Immobilienpreis
11
Real estate price
11
USA
10
United States
10
Börsenkurs
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Estimation
9
Share price
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Aktienmarkt
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Stock market
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Welt
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World
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Housing market
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Kausalanalyse
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VAR-Modell
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Wohnungsmarkt
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risiko
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Risk
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Stock returns
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Theorie
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Theory
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Time series analysis
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Exchange rate
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Financial crisis
3
Finanzkrise
3
Forecast
3
Forecasting
3
Housing returns
3
Immobilienmarkt
3
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20
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English
Lithuanian
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Author
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Gupta, Rangan
Wohar, Mark E.
15
Balcilar, Mehmet
9
Gil-Alaña, Luis A.
9
Hoesli, Martin
9
Arize, Augustine Chuck
8
Dunis, Christian
8
Eichholtz, Piet
8
Hammoudeh, Shawkat
8
Ma, Feng
8
McMillan, David G.
8
Kutan, Ali Mustafa
7
Pierdzioch, Christian
7
Salisu, Afees A.
7
Xuan Vinh Vo
7
Balli, Faruk
6
Brounen, Dirk
6
Caporin, Massimiliano
6
Harvey, David I.
6
Leybourne, Stephen James
6
Machin, Stephen
6
Miller, Stephen M.
6
Stewart, Mark B.
6
Tiwari, Aviral Kumar
6
Vivian, Andrew
6
Zhang, Chengsi
6
Burgess, Simon M.
5
Chang, Tsangyao
5
Coakley, Jerry
5
Franses, Philip Hans
5
Haskel, Jonathan
5
Kang, Sang Hoon
5
Kryzanowski, Lawrence
5
Lien, Da-hsiang Donald
5
Liow, Kim Hiang
5
McAleer, Michael
5
Mensi, Walid
5
Robertson, Donald
5
Stevenson, Simon
5
Taylor, Mark P.
5
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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
21
Finance research letters
19
The North American journal of economics and finance : a journal of financial economics studies
18
Energy economics
17
Research in international business and finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics letters
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Economic modelling
9
Economics letters
9
Journal of forecasting
9
International journal of finance & economics : IJFE
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Journal of multinational financial management
5
Annals of financial economics
4
Computational economics
4
Defence and peace economics
4
Economia internazionale
4
Economic systems
4
Emerging markets, finance and trade : EMFT
4
International review of financial analysis
4
Structural change and economic dynamics : SC+ED
4
Economics and Business Letters : EBL
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
Journal of applied economics
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of macroeconomics
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
Annals of economics and finance
2
Applied financial economics
2
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ECONIS (ZBW)
20
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20
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date (oldest first)
1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
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:
3
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:
4
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
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