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~language:"eng"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Hsing, Yu"
~subject:"Volatilität"
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Volatilität
Estimation
53
Schätzung
53
USA
51
United States
51
Forecasting model
45
Prognoseverfahren
45
Volatility
42
Business cycle
33
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Climate change
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Forecasting
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Gupta, Rangan
Hautsch, Nikolaus
Hsing, Yu
McAleer, Michael
57
Pierdzioch, Christian
23
Chang, Chia-Lin
21
Caporale, Guglielmo Maria
20
Chiarella, Carl
14
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Buch, Claudia M.
11
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Döpke, Jörg
9
Guo, Hui
9
Härdle, Wolfgang
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Hammoudeh, Shawkat
8
Miller, Stephen M.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Yu, Yang
8
Zanetti, Francesco
8
Alòs, Elisa
7
Pesaran, M. Hashem
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Benk, Szilárd
6
Billio, Monica
6
Bonato, Matteo
6
Dijk, Dick van
6
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Zentrum für Finanzen und Ökonometrie <Konstanz>
1
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Department of Economics working paper series
15
SFB 649 discussion paper
5
Applied economics letters
2
CFS working paper series
2
Economics and Business Letters : EBL
2
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2
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2
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Discussion Paper No. 06/2002
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1
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1
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1
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1
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ECONIS (ZBW)
42
USB Cologne (business full texts)
1
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1
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
Firm-level
business
uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
4
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
5
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:
6
The processing of non-anticipated information in financialmarkets: Analyzing the impact of surprises in theemployment report
Hautsch, Nikolaus
;
Hess, Dieter
-
Zentrum für Finanzen und Ökonometrie <Konstanz>
-
2002
- ployment, for example, is commonly seen as a coincident indicator of the
business
cycles.16 Moreover, both payroll employment …
Persistent link: https://www.econbiz.de/10005867831
Saved in:
7
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:
8
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:
9
The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
10
Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
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