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~language:"eng"
~language:"frm"
~person:"Gupta, Rangan"
~subject:"Estimation"
~subject:"USA"
~subject:"Volatility"
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Estimation
USA
Volatility
Forecasting model
43
Prognoseverfahren
43
Schätzung
39
United States
36
Business cycle
32
Konjunktur
32
Volatilität
32
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29
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29
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20
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20
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19
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19
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18
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23
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English
Middle French
Author
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Gupta, Rangan
McAleer, Michael
82
Caporale, Guglielmo Maria
78
Stulz, René M.
64
Gil-Alaña, Luis A.
55
Wagner, Joachim
44
Audretsch, David B.
42
Bebchuk, Lucian A.
41
Fairlie, Robert W.
39
Pierdzioch, Christian
39
Hayo, Bernd
37
Chang, Chia-Lin
35
Minford, Patrick
35
Miller, Stephen M.
34
Weber, Enzo
31
Viscusi, W. Kip
30
Berger, Allen N.
29
Diebold, Francis X.
28
Galí, Jordi
27
Döpke, Jörg
26
Huber, Florian
25
Bernard, Andrew B.
24
Salvanes, Kjell G.
24
Acs, Zoltán J.
23
Ben-David, Itzhak
23
Van Reenen, John
23
Wen, Yi
23
White, Lawrence J.
23
Williams, John C.
23
Benati, Luca
22
Cebula, Richard J.
22
Chiswick, Barry R.
22
Hess, Gregory D.
22
Link, Albert N.
22
Tillmann, Peter
22
Bloom, Nicholas
21
Fratzscher, Marcel
21
Fritsch, Michael
21
Henrekson, Magnus
21
Jensen, J. Bradford
21
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Department of Economics working paper series
28
Working papers / University of Connecticut, Department of Economics
5
Economics and Business Letters : EBL
3
Energy economics
3
Global Research Unit working paper
3
Applied economics letters
2
Economics letters
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
CREATES research paper
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ECONIS (ZBW)
67
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1
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67
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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
Firm-level
business
uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
4
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/10013387634
Saved in:
5
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:
6
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:
7
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
8
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:
9
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:
10
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:
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