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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Auslandsinvestition"
~subject:"Börsenkurs"
~subject:"Foreign investment"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Handbuch"
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Auslandsinvestition
Börsenkurs
Foreign investment
Kapitaleinkommen
Forecasting model
191
Prognoseverfahren
191
Estimation
175
Schätzung
175
Volatility
156
Volatilität
156
USA
126
United States
126
Capital income
123
Share price
120
South Africa
103
Südafrika
103
Risiko
94
Risk
94
Theorie
94
Theory
94
Aktienmarkt
89
Stock market
89
Welt
82
World
82
Time series analysis
79
Zeitreihenanalyse
79
VAR model
74
VAR-Modell
74
Immobilienpreis
69
Real estate price
69
Causality analysis
62
Kausalanalyse
62
Oil price
58
Ölpreis
58
Monetary policy
54
Geldpolitik
53
Inflation
53
Schock
48
Shock
48
Economic growth
46
Wirtschaftswachstum
46
ARCH model
44
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Undetermined
143
Free
12
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Article
173
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2
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Aufsatzsammlung
Handbuch
Aufsatz in Zeitschrift
175
Arbeitspapier
62
Working Paper
62
Graue Literatur
60
Non-commercial literature
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1
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Language
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English
Author
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Gupta, Rangan
Zaremba, Adam
105
Narayan, Paresh Kumar
90
McMillan, David G.
87
Buckley, Peter J.
86
Wohar, Mark E.
86
Faff, Robert W.
69
Ryu, Doojin
68
Ma, Feng
67
Tiwari, Aviral Kumar
67
Nunnenkamp, Peter
64
Bouri, Elie
63
Madura, Jeff
62
Zhang, Wei
62
Hammoudeh, Shawkat
60
Xuan Vinh Vo
60
Caporale, Guglielmo Maria
57
Driffield, Nigel L.
56
Gil-Alaña, Luis A.
56
Görg, Holger
54
Pierdzioch, Christian
54
Brooks, Robert
52
Apergēs, Nikolaos
51
Chan, Kam C.
48
Egger, Peter
48
Subrahmanyam, Avanidhar
48
Xiong, Xiong
48
Chiang, Thomas C.
47
Demirer, Rıza
47
Nguyen, Duc Khuong
47
Cakici, Nusret
46
Hassan, M. Kabir
46
Lien, Da-hsiang Donald
46
Bali, Turan G.
44
Timmermann, Allan
44
Titman, Sheridan
44
Wang, Yudong
44
Lee, Chien-chiang
43
Sehgal, Sanjay
43
Wong, Wing Keung
43
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Finance research letters
18
The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
10
Research in international business and finance
8
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International journal of finance & economics : IJFE
5
Journal of forecasting
5
The European journal of finance
5
Applied economics
4
Economic modelling
4
International review of financial analysis
4
Journal of multinational financial management
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Economics letters
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 economics and finance
3
Journal of international financial markets, institutions & money
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of real estate finance and economics
3
Applied financial economics
2
Defence and peace economics
2
Economic systems
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Financial innovation : FIN
2
Global finance journal
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of emerging market finance
2
Journal of financial markets
2
Open economies review
2
Public finance review : PFR
2
Structural change and economic dynamics : SC+ED
2
Applied econometrics and international development
1
Applied economics letters
1
Economia internazionale
1
Economies : open access journal
1
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ECONIS (ZBW)
175
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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
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:
4
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:
5
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:
6
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:
7
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
8
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:
9
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
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