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~language:"eng"
~person:"Gupta, Rangan"
~person:"Tirole, Jean"
~subject:"ARCH model"
~subject:"Developing countries"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Sammelwerk"
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ARCH model
Developing countries
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208
Forecasting model
186
Prognoseverfahren
186
Estimation
174
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153
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153
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130
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130
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119
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Gupta, Rangan
Tirole, Jean
Bahmani-Oskooee, Mohsen
227
Nijkamp, Peter
186
Beladi, Hamid
179
Fabozzi, Frank J.
174
Gil-Alaña, Luis A.
168
Creedy, John
156
Phillips, Peter C. B.
155
Tiwari, Aviral Kumar
155
McAleer, Michael
154
Caporale, Guglielmo Maria
150
Güth, Werner
150
Pestieau, Pierre
145
Lai, Ching-chong
144
Wohar, Mark E.
144
Lien, Da-hsiang Donald
141
Turnovsky, Stephen J.
137
Serletis, Apostolos
133
Tsionas, Efthymios G.
133
Kumbhakar, Subal
131
Narayan, Paresh Kumar
131
Marjit, Sugata
126
Lee, Chien-chiang
125
Thisse, Jacques-François
124
Chang, Tsangyao
122
Apergēs, Nikolaos
121
Faff, Robert W.
121
Jarrow, Robert A.
121
Stiglitz, Joseph E.
121
Acemoglu, Daron
120
Färe, Rolf
118
Mukherjee, Arijit
116
Cremer, Helmuth
115
Cheng, T. C. E.
114
Hammoudeh, Shawkat
114
Lambertini, Luca
113
Franses, Philip Hans
112
Long, Ngo Van
112
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The North American journal of economics and finance : a journal of financial economics studies
22
Finance research letters
21
Applied economics
19
Energy economics
14
Research in international business and finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The Rand journal of economics
13
Economics letters
12
International review of economics & finance : IREF
11
Journal of political economy
11
The review of economic studies
11
European economic review : EER
10
Journal of forecasting
10
The American economic review
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Applied economics letters
8
The quarterly journal of economics
8
Economic modelling
7
International journal of finance & economics : IJFE
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Annals of financial economics
6
Journal of public economics
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Economic systems
5
Journal of economic theory
5
Journal of multinational financial management
5
The European journal of finance
5
The journal of law, economics, & organization
5
Annals of economics and finance
4
Defence and peace economics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of international financial markets, institutions & money
4
Journal of money, credit and banking : JMCB
4
Papers and proceedings of the ... annual congress of the European Economic Association
4
The journal of industrial economics
4
The journal of real estate finance and economics
4
Applied financial economics
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
464
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1
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10
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464
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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
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:
4
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
5
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:
6
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:
7
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
8
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:
9
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
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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