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~language:"eng"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Holmes, Mark J."
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Schätzung
Estimation
256
Volatility
229
Volatilität
229
Forecasting model
199
Prognoseverfahren
199
USA
173
United States
173
Börsenkurs
163
Share price
163
Capital income
149
Kapitaleinkommen
149
Aktienmarkt
147
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147
Welt
147
World
147
Theorie
121
Theory
121
Oil price
119
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119
Risk
118
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116
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103
Südafrika
103
Time series analysis
96
Zeitreihenanalyse
96
VAR model
88
VAR-Modell
88
Causality analysis
83
Kausalanalyse
83
Cointegration
75
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75
Immobilienpreis
74
Real estate price
74
ARCH model
73
ARCH-Modell
73
Inflation
65
Schock
65
Shock
65
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255
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Übersichtsarbeit
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256
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Non-commercial literature
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English
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Gupta, Rangan
Hammoudeh, Shawkat
Holmes, Mark J.
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
127
Chang, Tsangyao
99
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
82
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Lee, Chien-chiang
63
Zaremba, Adam
63
Belke, Ansgar
61
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Su, Chi-Wei
53
Pierdzioch, Christian
51
Wagner, Joachim
50
Balcilar, Mehmet
49
Egger, Peter
47
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Xuan Vinh Vo
46
Herwartz, Helmut
45
McMillan, David G.
44
Payne, James E.
42
McAleer, Michael
39
Schneider, Friedrich
39
Tsionas, Efthymios G.
38
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Ma, Feng
36
MacDonald, Ronald
36
Salisu, Afees A.
36
Bouri, Elie
35
Brooks, Robert
35
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Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Energy economics
12
International review of economics & finance : IREF
12
Finance research letters
11
International journal of finance & economics : IJFE
10
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
Economic modelling
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Economic systems
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International review of financial analysis
4
Journal of macroeconomics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economics and Business Letters : EBL
3
Emerging markets review
3
Journal of economics and finance
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
Macroeconomic dynamics
3
Open economies review
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
Defence and peace economics
2
Economics, management and financial markets
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economic integration
2
Journal of economic studies
2
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ECONIS (ZBW)
256
Showing
1
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10
of
256
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date (oldest first)
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
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
4
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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
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:
7
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
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 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:
10
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
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