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~language:"eng"
~language:"nld"
~language:"pol"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Textbook"
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ARCH model
Einheitswurzeltest
Großbritannien
Volatility
Forecasting model
259
Prognoseverfahren
259
Estimation
238
Schätzung
238
Volatilität
221
USA
183
United States
183
Börsenkurs
165
Share price
165
Capital income
157
Kapitaleinkommen
157
Risiko
129
Risk
129
Theorie
125
Theory
125
Aktienmarkt
123
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123
Welt
122
World
122
South Africa
106
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106
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102
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102
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92
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89
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89
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74
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74
ARCH-Modell
73
Oil price
73
Ölpreis
73
Inflation
70
Monetary policy
65
Geldpolitik
64
Schock
62
Shock
62
Forecasting
60
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Article
183
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76
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Amtliche Publikation
Article in journal
Government document
Graue Literatur
No longer published / No longer aquired
Textbook
Aufsatz in Zeitschrift
183
Arbeitspapier
76
Non-commercial literature
76
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76
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2
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2
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1
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1
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Gupta, Rangan
McAleer, Michael
329
Caporale, Guglielmo Maria
234
Machin, Stephen
202
Gil-Alaña, Luis A.
194
Blundell, Richard W.
158
Bryson, Alex
152
Van Reenen, John
133
Propper, Carol
120
Jenkins, Stephen
116
Bahmani-Oskooee, Mohsen
110
Chang, Chia-Lin
108
Bouri, Elie
107
Bollerslev, Tim
105
Crafts, Nicholas
104
Griffith, Rachel
96
Ma, Feng
93
Chang, Tsangyao
92
Andersen, Torben
91
Minford, Patrick
91
Pesaran, M. Hashem
89
Taylor, Robert
88
Tiwari, Aviral Kumar
88
Phillips, Peter C. B.
87
Taylor, Mark P.
87
Burgess, Simon M.
86
Disney, Richard
85
Walker, Ian
85
Bloom, Nicholas
84
Pierdzioch, Christian
84
Banks, James
83
Booth, Alison L.
83
Brown, Sarah
82
Emmerson, Carl
81
Haskel, Jonathan
81
Manning, Alan
80
Blake, David
78
Narayan, Paresh Kumar
78
Spagnolo, Nicola
78
Girma, Sourafel
77
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Department of Economics working paper series
59
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
11
Applied economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
6
Working papers / University of Connecticut, Department of Economics
6
Economics letters
5
Journal of forecasting
5
Journal of multinational financial management
5
Research in international business and finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Financial innovation : FIN
4
International journal of finance & economics : IJFE
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Finmap working paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Journal of economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economic systems
2
Economics and Business Letters : EBL
2
Economics, management and financial markets
2
Emerging markets review
2
Global Research Unit working paper
2
Global finance journal
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economic studies
2
Journal of financial markets
2
Journal of macroeconomics
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
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ECONIS (ZBW)
259
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1
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259
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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