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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Bekaert, Geert"
~person:"Bouri, Elie"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
Exchange rate
Kapitaleinkommen
Liquiditätseffekt
Schätzung
Theory
USA
Volatility
497
Volatilität
495
Estimation
163
Börsenkurs
157
Share price
157
Capital income
155
ARCH model
141
ARCH-Modell
141
Forecasting model
139
Prognoseverfahren
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123
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123
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120
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119
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101
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94
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84
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82
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59
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59
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59
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58
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49
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41
Forecasting
35
Großbritannien
33
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33
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32
Shock
32
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29
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29
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28
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224
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226
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144
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134
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134
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10
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1
Collection of articles of several authors
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Allen, David E.
Bekaert, Geert
Bouri, Elie
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
McAleer, Michael
155
Caporale, Guglielmo Maria
91
Bollerslev, Tim
88
Bahmani-Oskooee, Mohsen
72
Andersen, Torben
68
Pierdzioch, Christian
65
Diebold, Francis X.
62
Chang, Chia-Lin
58
Ma, Feng
48
Asai, Manabu
46
Koopman, Siem Jan
45
Spagnolo, Nicola
45
Gil-Alaña, Luis A.
42
Härdle, Wolfgang
41
Todorov, Viktor
41
Lux, Thomas
39
Wohar, Mark E.
39
Rodriguez, Gabriel
38
Caporin, Massimiliano
36
Hautsch, Nikolaus
35
Belke, Ansgar
34
Haltiwanger, John C.
34
Hammoudeh, Shawkat
34
Kočenda, Evžen
34
Clements, Adam
33
Xuan Vinh Vo
33
Herwartz, Helmut
32
Tauchen, George Eugene
32
Wang, Yudong
32
Dijk, Dick van
31
Merkl, Christian
31
Mumtaz, Haroon
31
Tiwari, Aviral Kumar
31
Christoffersen, Peter F.
30
Kang, Sang Hoon
30
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrisch Instituut <Rotterdam>
1
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1
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1
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Department of Economics working paper series
34
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14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper / National Bureau of Economic Research, Inc.
12
Discussion paper / Tinbergen Institute
10
The European journal of finance
8
International review of financial analysis
7
Journal of international financial markets, institutions & money
7
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Applied economics
6
International review of economics & finance : IREF
6
Journal of forecasting
6
Applied financial economics
5
Journal of multinational financial management
5
Working paper series / European Central Bank
5
Applied economics letters
4
Econometric Institute research papers
4
Economics letters
4
International journal of finance & economics : IJFE
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Annals of financial economics
3
CORE discussion paper : DP
3
CORE discussion papers : DP
3
Defence and peace economics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Finance and economics discussion series
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of econometrics
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper
3
Advances in Pacific Basin financial markets
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ECONIS (ZBW)
363
Showing
1
-
10
of
363
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date (newest first)
date (oldest first)
1
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
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:
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
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
8
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
9
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
10
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
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