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~language:"eng"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
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ARCH-Modell
Forecasting model
286
Prognoseverfahren
286
Estimation
254
Schätzung
254
Volatility
233
Volatilität
233
United States
218
USA
216
Börsenkurs
184
Share price
184
Capital income
167
Kapitaleinkommen
167
Risiko
137
Risk
137
Theorie
137
Theory
137
Aktienmarkt
132
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132
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129
World
129
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118
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116
Time series analysis
113
Zeitreihenanalyse
113
Immobilienpreis
106
Real estate price
106
VAR model
93
VAR-Modell
93
Causality analysis
81
Kausalanalyse
81
Inflation
80
Oil price
78
Ölpreis
78
ARCH model
73
Monetary policy
71
Geldpolitik
70
Schock
65
Shock
65
Economic growth
63
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Gupta, Rangan
McAleer, Michael
213
Chang, Chia-Lin
83
Hafner, Christian M.
63
Ma, Feng
63
Bauwens, Luc
62
Teräsvirta, Timo
62
Engle, Robert F.
58
Caporale, Guglielmo Maria
57
Caporin, Massimiliano
51
Conrad, Christian
50
Karanasos, Menelaos
48
Herwartz, Helmut
43
Bouri, Elie
42
Francq, Christian
42
Laurent, Sébastien
39
Rombouts, Jeroen V. K.
39
Paolella, Marc S.
37
Zakoïan, Jean-Michel
37
Asai, Manabu
34
Bollerslev, Tim
33
Ardia, David
32
Kumar, Dilip
32
McMillan, David G.
32
Saikkonen, Pentti
32
Serletis, Apostolos
32
Zhang, Yaojie
32
Mittnik, Stefan
31
Linton, Oliver
29
Rahbek, Anders
29
Silvennoinen, Annastiina
29
Christoffersen, Peter F.
28
Allen, David E.
27
Hansen, Peter Reinhard
27
Kang, Sang Hoon
27
Koopman, Siem Jan
27
Degiannakis, Stavros
26
Hammoudeh, Shawkat
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
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Department of Economics working paper series
22
The North American journal of economics and finance : a journal of financial economics studies
4
Finmap working paper
3
Research in international business and finance
3
Defence and peace economics
2
Economic modelling
2
Economics letters
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of financial analysis
2
Journal of multinational financial management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economic systems
1
Economics and Business Letters : EBL
1
Economics working paper
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
Global Research Unit working paper
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
73
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1
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:
2
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:
3
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:
4
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:
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
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
7
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
8
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
9
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
10
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:
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