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~person:"Gupta, Rangan"
~person:"Kunst, Robert M."
~person:"Timmermann, Allan"
~subject:"Inflation"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Inflation
Time series analysis
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Prognoseverfahren
137
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129
Theorie
119
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108
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108
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100
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92
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Gupta, Rangan
Kunst, Robert M.
Timmermann, Allan
McAleer, Michael
101
Caporale, Guglielmo Maria
80
Phillips, Peter C. B.
62
Gil-Alaña, Luis A.
56
Teräsvirta, Timo
56
Johansen, Søren
50
Nielsen, Morten Ørregaard
49
Pierdzioch, Christian
48
Pesaran, M. Hashem
39
Kapetanios, George
37
Franses, Philip Hans
35
Chang, Chia-Lin
34
Swanson, Norman R.
33
Gillman, Max
32
Russell, Bill
29
Shephard, Neil G.
29
Marcellino, Massimiliano
28
Allen, David E.
27
Miller, Stephen M.
27
Taylor, Robert
27
Banerjee, Anindya
25
Döpke, Jörg
25
Härdle, Wolfgang
25
Koop, Gary
25
Lux, Thomas
25
Aizenman, Joshua
24
Harvey, Andrew C.
23
Dijk, Herman K. van
22
Hendry, David F.
22
Bollerslev, Tim
21
Conrad, Christian
21
Jumah, Adusei
21
Christensen, Bent Jesper
20
Jusélius, Katarina
20
Ravazzolo, Francesco
20
Rossi, Barbara
20
Ascari, Guido
19
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ECONIS (ZBW)
153
EconStor
4
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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
Saved in:
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