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~language:"eng"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Schätzung
Time series analysis
Volatility
219
Volatilität
219
Estimation
215
Forecasting model
197
Prognoseverfahren
197
USA
159
United States
159
Börsenkurs
157
Share price
157
Capital income
146
Kapitaleinkommen
146
Aktienmarkt
144
Stock market
144
Welt
141
World
141
Oil price
117
Risk
117
Ölpreis
117
Risiko
115
Theorie
108
Theory
108
South Africa
103
Südafrika
103
Zeitreihenanalyse
91
VAR model
87
VAR-Modell
87
Causality analysis
82
Kausalanalyse
82
Immobilienpreis
70
Real estate price
70
ARCH model
68
ARCH-Modell
68
Inflation
61
Spillover effect
61
Spillover-Effekt
61
Economic growth
60
Schock
60
Shock
60
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211
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18
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Article
269
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Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
271
Graue Literatur
75
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75
Arbeitspapier
74
Working Paper
74
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2
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English
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Gupta, Rangan
Hammoudeh, Shawkat
Gil-Alaña, Luis A.
220
Bahmani-Oskooee, Mohsen
167
Chang, Tsangyao
117
Caporale, Guglielmo Maria
114
Tiwari, Aviral Kumar
106
Phillips, Peter C. B.
104
Wohar, Mark E.
93
Franses, Philip Hans
89
Apergēs, Nikolaos
88
Narayan, Paresh Kumar
82
Moosa, Imad A.
74
Lee, Chien-chiang
72
McAleer, Michael
68
Belke, Ansgar
65
Shahbaz, Muhammad
65
Zaremba, Adam
64
Herwartz, Helmut
63
Serletis, Apostolos
63
Taylor, Robert
61
Balcilar, Mehmet
60
Kumbhakar, Subal
60
Su, Chi-Wei
60
Leybourne, Stephen James
59
Payne, James E.
56
Pierdzioch, Christian
56
McMillan, David G.
52
Koop, Gary
51
Wagner, Joachim
50
Koopman, Siem Jan
49
Perron, Pierre
48
Egger, Peter
47
Hsing, Yu
47
Xuan Vinh Vo
47
Teräsvirta, Timo
45
Westerlund, Joakim
45
Harvey, Andrew C.
44
Holmes, Mark J.
44
Pesaran, M. Hashem
44
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Applied economics
22
Energy economics
19
The North American journal of economics and finance : a journal of financial economics studies
15
Finance research letters
13
International review of economics & finance : IREF
13
International journal of finance & economics : IJFE
9
Research in international business and finance
9
Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of financial analysis
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
Economics letters
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Journal of forecasting
5
Economic systems
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Computational economics
3
Economics and Business Letters : EBL
3
Emerging markets review
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
Journal of multinational financial management
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
Applied financial economics
2
Defence and peace economics
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics, management and financial markets
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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 applied economics
2
Journal of behavioral and experimental finance
2
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ECONIS (ZBW)
271
Showing
1
-
10
of
271
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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
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:
9
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:
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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