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~language:"eng"
~language:"nld"
~language:"pol"
~person:"Gupta, Rangan"
~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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Einheitswurzeltest
Großbritannien
Volatility
Forecasting model
246
Prognoseverfahren
246
Estimation
234
Schätzung
234
Volatilität
209
USA
178
United States
178
Börsenkurs
159
Share price
159
Capital income
149
Kapitaleinkommen
149
Risiko
122
Risk
122
Stock market
121
Aktienmarkt
120
Theorie
119
Theory
119
Welt
115
World
115
South Africa
106
Südafrika
106
Time series analysis
101
Zeitreihenanalyse
101
Immobilienpreis
89
Real estate price
89
VAR model
89
VAR-Modell
89
Causality analysis
74
Kausalanalyse
74
Inflation
70
Oil price
70
Ölpreis
70
ARCH model
65
ARCH-Modell
65
Monetary policy
65
Geldpolitik
64
Schock
61
Shock
61
Economic growth
57
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Undetermined
147
Free
74
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Article
174
Book / Working Paper
65
Type of publication (narrower categories)
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Amtliche Publikation
Article in journal
Government document
Graue Literatur
No longer published / No longer aquired
Textbook
Aufsatz in Zeitschrift
174
Arbeitspapier
65
Non-commercial literature
65
Working Paper
65
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
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Language
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English
Dutch
Polish
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Gupta, Rangan
McAleer, Michael
256
Caporale, Guglielmo Maria
221
Machin, Stephen
201
Gil-Alaña, Luis A.
193
Blundell, Richard W.
156
Bryson, Alex
151
Van Reenen, John
133
Propper, Carol
120
Jenkins, Stephen
116
Bahmani-Oskooee, Mohsen
108
Crafts, Nicholas
104
Bollerslev, Tim
100
Bouri, Elie
97
Griffith, Rachel
96
Chang, Chia-Lin
92
Chang, Tsangyao
91
Minford, Patrick
90
Pesaran, M. Hashem
89
Andersen, Torben
88
Ma, Feng
88
Phillips, Peter C. B.
87
Taylor, Mark P.
87
Burgess, Simon M.
86
Disney, Richard
85
Taylor, Robert
85
Walker, Ian
85
Bloom, Nicholas
84
Banks, James
83
Booth, Alison L.
83
Brown, Sarah
81
Emmerson, Carl
81
Haskel, Jonathan
81
Pierdzioch, Christian
80
Manning, Alan
79
Narayan, Paresh Kumar
78
Tiwari, Aviral Kumar
78
Blake, David
77
Girma, Sourafel
77
Mills, Terence C.
77
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Department of Economics working paper series
49
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
9
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
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
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
Financial innovation : FIN
3
Finmap working paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Economics, management and financial markets
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
Structural change and economic dynamics : SC+ED
2
The journal of developing areas
2
Applied financial economics
1
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ECONIS (ZBW)
239
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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
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:
4
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:
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
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:
7
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
8
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
9
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
10
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
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