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~language:"eng"
~person:"Asai, Manabu"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
~type_genre:"Research Report"
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ARCH-Modell
Forecasting model
281
Prognoseverfahren
281
Volatility
274
Volatilität
274
Estimation
263
Schätzung
263
USA
201
United States
201
Capital income
178
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178
Börsenkurs
173
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173
Theorie
156
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156
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132
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132
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128
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128
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125
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125
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125
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125
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106
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106
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102
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92
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92
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74
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74
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70
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65
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64
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62
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62
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Asai, Manabu
Gupta, Rangan
McAleer, Michael
177
Chang, Chia-Lin
65
Ma, Feng
65
Hafner, Christian M.
53
Bauwens, Luc
45
Teräsvirta, Timo
45
Bouri, Elie
43
Caporale, Guglielmo Maria
41
Caporin, Massimiliano
38
Engle, Robert F.
36
Francq, Christian
36
Rombouts, Jeroen V. K.
36
Paolella, Marc S.
33
Zhang, Yaojie
33
Zakoïan, Jean-Michel
32
Herwartz, Helmut
31
Karanasos, Menelaos
31
Kumar, Dilip
31
Laurent, Sébastien
30
Serletis, Apostolos
30
Linton, Oliver
29
McMillan, David G.
28
Conrad, Christian
26
Hammoudeh, Shawkat
26
Kang, Sang Hoon
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
Degiannakis, Stavros
24
Hamori, Shigeyuki
24
Rahbek, Anders
24
Saikkonen, Pentti
24
Liang, Chao
23
Silvennoinen, Annastiina
23
Wei, Yu
23
Yoon, Seong-min
23
Allen, David E.
22
Mittnik, Stefan
22
Nguyen, Duc Khuong
22
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Department of Economics working paper series
23
Econometric Institute research papers
8
Discussion paper / Tinbergen Institute
5
The North American journal of economics and finance : a journal of financial economics studies
5
Finmap working paper
3
International journal of forecasting
3
Journal of time series econometrics
3
Research in international business and finance
3
Computational economics
2
Defence and peace economics
2
Econometrics : open access journal
2
Economic modelling
2
Economics letters
2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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2
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1
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1
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1
Econometric reviews
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International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of economics and finance
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Journal of risk
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
102
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
10
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
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