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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Bollerslev, Tim"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Option pricing theory"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Option pricing theory
Schätzung
Volatility
438
Volatilität
436
Estimation
161
Capital income
142
Kapitaleinkommen
142
Forecasting model
141
Prognoseverfahren
141
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139
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139
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124
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124
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106
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98
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85
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49
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43
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43
Forecasting
34
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30
Nonparametric statistics
30
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29
Spillover-Effekt
29
Schock
27
Shock
27
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26
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26
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81
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74
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Article
117
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99
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95
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6
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English
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Allen, David E.
Bollerslev, Tim
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
Schnabl, Gunther
McAleer, Michael
78
Bahmani-Oskooee, Mohsen
71
Caporale, Guglielmo Maria
55
Pierdzioch, Christian
50
Härdle, Wolfgang
42
Belke, Ansgar
34
Todorov, Viktor
33
Andersen, Torben
31
Rodriguez, Gabriel
31
Gil-Alaña, Luis A.
30
Asai, Manabu
29
Hegerty, Scott W.
29
Bouri, Elie
28
Hautsch, Nikolaus
26
Chang, Chia-Lin
25
Kočenda, Evžen
25
Ma, Feng
25
Wohar, Mark E.
25
Bachmann, Ronald
24
Xuan Vinh Vo
24
Kumar, Dilip
23
Spagnolo, Nicola
23
Buch, Claudia M.
22
Balcilar, Mehmet
21
Caporin, Massimiliano
21
Haltiwanger, John C.
21
Herwartz, Helmut
21
Neely, Christopher J.
21
Tauchen, George Eugene
21
Cui, Zhenyu
20
McMillan, David G.
20
Mumtaz, Haroon
20
Rashid, Abdul
20
Alòs, Elisa
19
Carr, Peter
19
Christoffersen, Peter F.
19
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Econometrisch Instituut <Rotterdam>
1
National Bureau of Economic Research
1
Rodney L. White Center for Financial Research
1
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Department of Economics working paper series
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The North American journal of economics and finance : a journal of financial economics studies
8
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6
Working paper / National Bureau of Economic Research, Inc.
6
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
6
Journal of financial economics
5
School of Accounting, Finance and Economics & FEMARC working paper series
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
International review of economics & finance : IREF
3
Journal of applied econometrics
3
Research in international business and finance
3
The European journal of finance
3
Working paper
3
Advances in Pacific Basin financial markets
2
Applied economics
2
CESifo working papers
2
CREATES research paper
2
Econometric Institute research papers
2
Economic modelling
2
Economics and Business Letters : EBL
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Energy economics
2
Finance and economics discussion series
2
International economics and economic policy : IEEP
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of empirical finance
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
216
Showing
1
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216
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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
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
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:
4
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:
5
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:
6
Forecasting
volatility
of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
7
Stock market
volatility
and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
8
Forecasting the conditional distribution of realized
volatility
of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
Do climate risks predict US housing returns and
volatility
? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
10
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
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