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~language:"eng"
~language:"por"
~language:"sqi"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Developing countries"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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ARCH model
Developing countries
Kapitaleinkommen
Portfolio-Management
Risk
Schätzung
Theory
Forecasting model
192
Prognoseverfahren
192
Estimation
176
Volatility
157
Volatilität
157
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127
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127
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123
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120
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120
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103
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103
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95
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59
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49
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49
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Gupta, Rangan
Bahmani-Oskooee, Mohsen
226
Beladi, Hamid
180
Gil-Alaña, Luis A.
172
Nijkamp, Peter
161
Tiwari, Aviral Kumar
159
Phillips, Peter C. B.
154
McAleer, Michael
153
Caporale, Guglielmo Maria
152
Creedy, John
149
Güth, Werner
149
Pestieau, Pierre
146
Fabozzi, Frank J.
144
Lai, Ching-chong
144
Wohar, Mark E.
143
Lien, Da-hsiang Donald
141
Kumbhakar, Subal
133
Tsionas, Efthymios G.
133
Turnovsky, Stephen J.
133
Narayan, Paresh Kumar
131
Serletis, Apostolos
131
Lee, Chien-chiang
129
Chang, Tsangyao
125
Marjit, Sugata
124
Apergēs, Nikolaos
122
Faff, Robert W.
121
Jarrow, Robert A.
121
Thisse, Jacques-François
120
Mukherjee, Arijit
119
Acemoglu, Daron
118
Cheng, T. C. E.
118
Färe, Rolf
117
Hammoudeh, Shawkat
116
Tirole, Jean
116
Cremer, Helmuth
115
Stiglitz, Joseph E.
114
Gouriéroux, Christian
112
Long, Ngo Van
112
Franses, Philip Hans
111
Pierdzioch, Christian
111
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Finance research letters
26
The North American journal of economics and finance : a journal of financial economics studies
22
Applied economics
19
Energy economics
14
Research in international business and finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Economics letters
12
International review of economics & finance : IREF
11
Journal of forecasting
10
Applied economics letters
8
Economic modelling
7
International journal of finance & economics : IJFE
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Annals of financial economics
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Economic systems
5
Journal of multinational financial management
5
The European journal of finance
5
Annals of economics and finance
4
Defence and peace economics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
The journal of real estate finance and economics
4
Applied financial economics
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of applied economics
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of financial markets
3
Journal of macroeconomics
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
South African journal of economic and management sciences
3
Structural change and economic dynamics : SC+ED
3
Computational economics
2
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ECONIS (ZBW)
355
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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
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:
4
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
5
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
6
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:
7
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
8
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
9
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
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