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~language:"eng"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~subject:"South Africa"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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South Africa
Volatilität
Forecasting model
327
Prognoseverfahren
327
Estimation
304
Schätzung
304
Volatility
276
Theorie
266
Theory
266
Time series analysis
258
Zeitreihenanalyse
258
USA
232
United States
232
Börsenkurs
184
Share price
184
Capital income
170
Kapitaleinkommen
170
Welt
133
World
133
Risiko
131
Risk
131
Aktienmarkt
125
Stock market
125
State space model
121
Zustandsraummodell
121
Südafrika
107
ARCH model
94
ARCH-Modell
94
Immobilienpreis
93
Real estate price
93
VAR model
91
VAR-Modell
91
Business cycle
83
Konjunktur
83
Inflation
77
Causality analysis
75
Kausalanalyse
75
Oil price
74
Ölpreis
74
Forecasting
71
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Undetermined
164
Free
113
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Article
264
Book / Working Paper
110
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Arbeitspapier
Article in journal
Conference proceedings
Aufsatz in Zeitschrift
264
Working Paper
119
Graue Literatur
109
Non-commercial literature
109
Aufsatz im Buch
4
Book section
4
Case study
1
Conference paper
1
Fallstudie
1
Konferenzbeitrag
1
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Language
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English
Author
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Gupta, Rangan
Koopman, Siem Jan
McAleer, Michael
244
Caporale, Guglielmo Maria
135
Bouri, Elie
103
Bollerslev, Tim
98
Ma, Feng
93
Chang, Chia-Lin
90
Andersen, Torben
87
Pierdzioch, Christian
80
Spagnolo, Nicola
74
Hammoudeh, Shawkat
73
Bahmani-Oskooee, Mohsen
72
Bhorat, Haroon
71
Gil-Alaña, Luis A.
63
Tiwari, Aviral Kumar
63
Diebold, Francis X.
61
Balcilar, Mehmet
60
Härdle, Wolfgang
60
Fedderke, Johannes W.
58
Kang, Sang Hoon
54
Wohar, Mark E.
54
Asai, Manabu
53
Clements, Adam
51
McMillan, David G.
51
Mensi, Walid
51
Todorov, Viktor
51
Leibbrandt, Murray V.
50
Salisu, Afees A.
50
Aizenman, Joshua
49
Caporin, Massimiliano
48
Dijk, Dick van
46
Wang, Yudong
46
Xuan Vinh Vo
46
Aron, Janine
45
Demirer, Rıza
44
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Kočenda, Evžen
43
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Department of Economics working paper series
54
Discussion paper / Tinbergen Institute
41
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Finance research letters
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economic modelling
8
Research in international business and finance
8
The South African journal of economics
8
International review of economics & finance : IREF
7
Applied economics letters
6
Journal of forecasting
6
Journal of real estate literature : a publication of the American Real Estate Society
6
Economics letters
5
The journal of developing areas
5
Defence and peace economics
4
Economia internazionale
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economics and finance
4
The European journal of finance
4
Annals of financial economics
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Financial innovation : FIN
3
Finmap working paper
3
International business and economics research journal
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
OPEC energy review
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working papers / University of Connecticut, Department of Economics
3
Applied econometrics and international development
2
Econometric reviews
2
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Source
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ECONIS (ZBW)
374
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374
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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
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
4
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:
5
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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