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~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"EU countries"
~subject:"Schätzung"
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EU countries
Schätzung
Volatility
90
Volatilität
88
Forecasting model
75
Prognoseverfahren
75
Estimation
68
USA
58
United States
58
Welt
57
World
57
ARCH model
44
ARCH-Modell
44
Theorie
42
Theory
42
Time series analysis
36
Zeitreihenanalyse
36
Risk
35
Business cycle
34
Konjunktur
34
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34
Börsenkurs
30
Share price
30
Risikomaß
26
Risk measure
26
Capital income
24
Kapitaleinkommen
24
VAR model
24
VAR-Modell
24
Portfolio selection
23
Portfolio-Management
23
Schock
22
Shock
22
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Oil price
21
Ölpreis
21
Modellierung
19
Risk management
19
Scientific modelling
19
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44
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11
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17
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18
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English
Author
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Gupta, Rangan
McAleer, Michael
Caporale, Guglielmo Maria
74
Wagner, Joachim
47
Gil-Alaña, Luis A.
41
Döpke, Jörg
36
Hayo, Bernd
34
Pierdzioch, Christian
34
Minford, Patrick
32
Afonso, António
28
Fritsch, Michael
27
Weber, Enzo
25
Merkl, Christian
23
Galí, Jordi
22
Salvanes, Kjell G.
22
Czarnitzki, Dirk
20
Apergēs, Nikolaos
19
Buch, Claudia M.
19
Belke, Ansgar
18
Crespo Cuaresma, Jesús
18
Dreger, Christian
18
Fischer, Manfred M.
18
Tillmann, Peter
18
Chang, Chia-Lin
17
Fratzscher, Marcel
17
Görg, Holger
17
Hess, Gregory D.
17
Huber, Florian
17
Peydró, José-Luis
17
Stulz, René M.
17
Veugelers, Reinhilde
17
Bauer, Thomas K.
16
Härdle, Wolfgang
16
Kaiser, Ulrich
16
Stadtmann, Georg
16
Vander Vennet, Rudi
16
Vivarelli, Marco
16
Bandick, Roger
15
Gottschalk, Jan
15
Meenagh, David
15
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
25
Department of Economics working paper series
16
Working papers / University of Connecticut, Department of Economics
4
Economics and Business Letters : EBL
3
Annals of financial economics
2
Econometric Institute research papers
2
Economics letters
2
Energy economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Cardiff economics working papers
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics and finance working paper series
1
Global Research Unit working paper
1
Journal of business economics and management
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Research in international business and finance
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ECONIS (ZBW)
70
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1
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70
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1
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:
2
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:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
4
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:
5
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
6
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
7
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:
8
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
9
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
10
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
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