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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:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
Volatility
438
Volatilität
436
Estimation
161
Capital income
142
Kapitaleinkommen
142
Forecasting model
141
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141
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139
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139
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106
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Shock
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4
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Allen, David E.
Bollerslev, Tim
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
Schnabl, Gunther
McAleer, Michael
77
Bahmani-Oskooee, Mohsen
71
Caporale, Guglielmo Maria
55
Pierdzioch, Christian
50
Belke, Ansgar
34
Rodriguez, Gabriel
31
Gil-Alaña, Luis A.
30
Todorov, Viktor
30
Hegerty, Scott W.
29
Andersen, Torben
28
Asai, Manabu
28
Bouri, Elie
27
Hautsch, Nikolaus
26
Härdle, Wolfgang
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
Haltiwanger, John C.
21
Herwartz, Helmut
21
Neely, Christopher J.
21
Caporin, Massimiliano
20
McMillan, David G.
20
Mumtaz, Haroon
20
Rashid, Abdul
20
Döpke, Jörg
19
Mensi, Walid
18
Ours, Jan C. van
18
Sarno, Lucio
18
Cheung, Yin-Wong
17
Diebold, Francis X.
17
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National Bureau of Economic Research
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1
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1
Virginia Polytechnic Institute and State University / Department of Economics
1
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Department of Economics working paper series
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9
The North American journal of economics and finance : a journal of financial economics studies
8
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6
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6
Journal of financial economics
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
Applied economics
2
CESifo working papers
2
CORE discussion paper : DP
2
CREATES research paper
2
Discussion papers of interdisciplinary research project 373
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
2
Open economies review
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SFB 649 discussion paper
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ECONIS (ZBW)
198
Showing
1
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10
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198
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articles prioritized
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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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