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~person:"Croux, Christophe"
~person:"Gupta, Rangan"
~person:"Kunst, Robert M."
~person:"Timmermann, Allan"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Time series analysis
Volatilität
Prognoseverfahren
151
Forecasting model
143
Theorie
137
Theory
126
Schätzung
114
Estimation
106
Zeitreihenanalyse
100
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98
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94
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Croux, Christophe
Gupta, Rangan
Kunst, Robert M.
Timmermann, Allan
McAleer, Michael
101
Caporale, Guglielmo Maria
76
Phillips, Peter C. B.
62
Gil-Alaña, Luis A.
56
Teräsvirta, Timo
56
Johansen, Søren
49
Nielsen, Morten Ørregaard
49
Pierdzioch, Christian
44
Pesaran, M. Hashem
38
Chang, Chia-Lin
34
Franses, Philip Hans
33
Swanson, Norman R.
31
Kapetanios, George
30
Shephard, Neil G.
29
Taylor, Robert
27
Allen, David E.
26
Härdle, Wolfgang
25
Lux, Thomas
25
Marcellino, Massimiliano
23
Miller, Stephen M.
23
Dijk, Herman K. van
22
Harvey, Andrew C.
22
Koop, Gary
22
Bollerslev, Tim
21
Aizenman, Joshua
20
Christensen, Bent Jesper
20
Döpke, Jörg
20
Dijk, Dick van
19
Grassi, Stefano
19
Nielsen, Bent
19
Robinson, Peter M.
19
Yu, Jun
19
Buch, Claudia M.
18
Cavaliere, Giuseppe
18
Hendry, David F.
18
Maravall Herrero, Agustín
18
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Department of Economics working paper series
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KBI
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ECONIS (ZBW)
157
EconStor
3
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1
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:
2
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
3
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
4
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:
5
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
6
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
8
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:
9
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
10
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
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