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~language:"eng"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Geldpolitik"
~subject:"Real estate price"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
~type_genre:"Statistik"
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ARCH model
Geldpolitik
Real estate price
Share price
Forecasting model
192
Prognoseverfahren
192
Estimation
177
Schätzung
177
Volatility
157
Volatilität
157
USA
128
United States
128
Capital income
124
Kapitaleinkommen
124
Börsenkurs
121
South Africa
103
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103
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94
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94
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94
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94
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91
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91
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83
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83
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80
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80
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75
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75
Immobilienpreis
70
Causality analysis
62
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62
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60
Ölpreis
60
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54
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54
Schock
49
Shock
49
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46
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46
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244
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246
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90
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1
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Gupta, Rangan
Wohar, Mark E.
90
Ma, Feng
89
Narayan, Paresh Kumar
82
McMillan, David G.
78
Apergēs, Nikolaos
72
Hsing, Yu
72
Caporale, Guglielmo Maria
70
Tiwari, Aviral Kumar
69
Ryu, Doojin
67
McAleer, Michael
63
Hammoudeh, Shawkat
62
Siklos, Pierre L.
62
Belke, Ansgar
61
Zaremba, Adam
61
Bouri, Elie
60
Gil-Alaña, Luis A.
60
Arestis, Philip
58
Balcilar, Mehmet
58
Pierdzioch, Christian
58
Serletis, Apostolos
55
Jawadi, Fredj
51
Madura, Jeff
51
Goodhart, Charles A. E.
50
Nguyen, Duc Khuong
49
Faff, Robert W.
48
Hassan, M. Kabir
48
Salisu, Afees A.
47
Bordo, Michael D.
46
Haan, Jakob de
46
Hamori, Shigeyuki
46
Xuan Vinh Vo
46
Lucey, Brian M.
45
Papadamou, Stephanos
45
Zhang, Wei
45
Zhang, Yaojie
45
Woodford, Michael
44
Chiang, Thomas C.
43
Corbet, Shaen
43
Kutan, Ali Mustafa
43
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The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
12
Energy economics
11
Research in international business and finance
11
Economic modelling
10
Finance research letters
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International review of economics & finance : IREF
8
Journal of real estate literature : a publication of the American Real Estate Society
7
The journal of real estate finance and economics
7
Journal of forecasting
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
The European journal of finance
5
Applied economics letters
4
Economic systems
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of multinational financial management
4
Defence and peace economics
3
Economics and Business Letters : EBL
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied econometrics and international development
2
Applied financial economics
2
Economia internazionale
2
Economic research
2
Economics : the open-access, open-assessment journal
2
Emerging markets review
2
Financial innovation : FIN
2
Global finance journal
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
International business and economics research journal
2
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ECONIS (ZBW)
246
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246
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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
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:
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 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:
5
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:
6
Revisiting international house price convergence using house price level data
André, Christophe
;
Christou, Christina
;
Gupta, Rangan
- In:
Economic systems
48
(
2024
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014584811
Saved in:
7
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
8
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:
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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