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~language:"eng"
~language:"nld"
~language:"pol"
~person:"Gupta, Rangan"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
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Einheitswurzeltest
Großbritannien
Volatility
Forecasting model
277
Prognoseverfahren
277
Estimation
251
Schätzung
251
Volatilität
224
United States
215
USA
213
Börsenkurs
180
Share price
180
Capital income
163
Kapitaleinkommen
163
Risiko
132
Risk
132
Stock market
132
Aktienmarkt
131
Theorie
131
Theory
131
Welt
125
World
125
South Africa
118
Südafrika
116
Time series analysis
112
Zeitreihenanalyse
112
Immobilienpreis
105
Real estate price
105
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93
VAR-Modell
93
Causality analysis
81
Kausalanalyse
81
Inflation
80
Oil price
77
Ölpreis
77
Monetary policy
71
Geldpolitik
70
ARCH model
68
ARCH-Modell
68
Schock
65
Shock
65
Economic growth
62
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Undetermined
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Article
176
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Article in journal
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Arbeitspapier
65
Graue Literatur
65
Non-commercial literature
65
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2
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2
Conference paper
1
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1
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Gupta, Rangan
McAleer, Michael
312
Caporale, Guglielmo Maria
304
Machin, Stephen
273
Blundell, Richard W.
239
Bryson, Alex
224
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
Crafts, Nicholas
137
Minford, Patrick
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
Diebold, Francis X.
123
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
Wadsworth, Jonathan
113
Bahmani-Oskooee, Mohsen
111
Francesconi, Marco
111
Bekaert, Geert
109
Manning, Alan
109
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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
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
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ECONIS (ZBW)
263
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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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