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~person:"Gupta, Rangan"
~person:"Hassler, Uwe"
~subject:"Aktienmarkt"
~subject:"United States"
~subject:"Volatility"
~subject:"long memory"
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Aktienmarkt
United States
Volatility
long memory
Forecasting model
163
Prognoseverfahren
163
Schätzung
160
Estimation
159
USA
143
Volatilität
135
Theorie
102
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101
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English
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Author
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Gupta, Rangan
Hassler, Uwe
Caporale, Guglielmo Maria
143
McAleer, Michael
143
Gil-Alaña, Luis A.
137
Cebula, Richard J.
109
Bahmani-Oskooee, Mohsen
102
Miller, Stephen M.
91
Wolff, Edward N.
80
Pierdzioch, Christian
78
Stulz, René M.
77
Glaeser, Edward L.
76
Viscusi, W. Kip
74
Wohar, Mark E.
73
Autor, David H.
69
Hammoudeh, Shawkat
69
Tiwari, Aviral Kumar
68
Kaiser, Harry M.
64
Neumark, David
64
Chiswick, Barry R.
62
Heckman, James J.
62
Balcilar, Mehmet
61
List, John A.
61
Chavas, Jean-Paul
60
Mishra, Ashok K.
59
Bouri, Elie
58
Goodwin, Barry K.
58
Krueger, Alan B.
57
Siegfried, John J.
56
Bebchuk, Lucian A.
55
Chang, Chia-Lin
55
Card, David E.
54
Baum, Christopher F.
53
Hanson, Gordon H.
53
Redding, Stephen
53
Fairlie, Robert W.
52
Gruber, Jonathan
52
Schott, Peter K.
52
Acemoglu, Daron
51
Jensen, J. Bradford
51
Payne, James E.
51
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Department of Economics, Faculty of Economic and Management Sciences
6
Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
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Department of Economics working paper series
70
The North American journal of economics and finance : a journal of financial economics studies
23
Working papers / University of Connecticut, Department of Economics
23
Applied economics
14
Energy economics
13
International review of economics & finance : IREF
13
Applied economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The journal of real estate finance and economics
6
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Annals of financial economics
5
International journal of finance & economics : IJFE
5
Defence and peace economics
4
Journal of economics and finance
4
Economia internazionale
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Economics and Business Letters : EBL
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Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics and finance working paper series
1
Economics working paper
1
Economics: The Open-Access, Open-Assessment E-Journal
1
Empirica : journal of european economics
1
Empirical Economics, Forthcoming
1
International business and economics research journal
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International economics and economic policy : IEEP
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ECONIS (ZBW)
267
RePEc
8
EconStor
4
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61
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
62
The non-linear response of US state-level tradable and non-tradable inflation to Oil Shocks : the role of oil-dependence
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661170
Saved in:
63
Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
Saved in:
64
Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach
Cuñado Eizaguirre, Juncal
;
Gabauer, David
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012668176
Saved in:
65
A note on state-level nonlinear effects of government spending shocks in the US : the role of Partisan conflict
Sheng, Xin
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012794058
Saved in:
66
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012703087
Saved in:
67
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
68
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
69
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.
; …
-
2020
Persistent link: https://www.econbiz.de/10012391015
Saved in:
70
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
Saved in:
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