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~language:"eng"
~language:"nld"
~language:"pol"
~person:"Diebold, Francis X."
~person:"Gupta, Rangan"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
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Einheitswurzeltest
Großbritannien
Volatility
Prognoseverfahren
466
Forecasting model
463
Theorie
376
Theory
371
Volatilität
345
Schätzung
338
Estimation
337
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335
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96
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87
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87
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81
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81
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Diebold, Francis X.
Gupta, Rangan
McAleer, Michael
312
Caporale, Guglielmo Maria
304
Machin, Stephen
274
Blundell, Richard W.
241
Bryson, Alex
225
Gil-Alaña, Luis A.
201
Van Reenen, John
191
Propper, Carol
168
Blanchflower, David G.
162
Bollerslev, Tim
158
Görg, Holger
145
Girma, Sourafel
143
Emmerson, Carl
142
Banks, James
139
Oswald, Andrew J.
139
Minford, Patrick
138
Crafts, Nicholas
137
Jenkins, Stephen
136
Griffith, Rachel
134
Pesaran, M. Hashem
129
Bloom, Nicholas
128
Walker, Ian
128
Booth, Alison L.
125
Narayan, Paresh Kumar
124
Disney, Richard
123
Haskel, Jonathan
122
Phillips, Peter C. B.
121
Meghir, Costas
120
Wright, Mike
117
Burgess, Simon M.
116
Chang, Chia-Lin
116
Gregg, Paul
115
Hart, Robert A.
114
Bouri, Elie
113
Wadsworth, Jonathan
113
Bahmani-Oskooee, Mohsen
111
Francesconi, Marco
111
Bekaert, Geert
110
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National Bureau of Economic Research
19
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7
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Department of Economics working paper series
56
NBER working paper series
17
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15
NBER Working Paper
14
Energy economics
12
CFS working paper series
11
Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
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11
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8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Working papers / Rodney L. White Center for Financial Research
8
International review of economics & finance : IREF
7
Applied economics letters
6
Economics letters
5
Journal of forecasting
5
Journal of multinational financial management
5
Research in international business and finance
5
Working papers / University of Connecticut, Department of Economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Financial Institutions Center
4
International journal of finance & economics : IJFE
4
The European journal of finance
4
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Economia internazionale
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
Journal of econometrics
3
Journal of economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working papers / Penn Institute for Economic Research
3
Economics and Business Letters : EBL
2
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2
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ECONIS (ZBW)
395
EconStor
2
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1
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397
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
4
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:
5
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:
6
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
7
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:
8
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
9
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
10
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:
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