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~person:"Gupta, Rangan"
~person:"Kunst, Robert M."
~person:"Timmermann, Allan"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Theorie
Time series analysis
Volatilität
Prognoseverfahren
137
Forecasting model
129
Schätzung
108
Theory
108
Estimation
100
USA
96
United States
92
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84
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75
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60
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206
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Gupta, Rangan
Kunst, Robert M.
Timmermann, Allan
Gersbach, Hans
148
McAleer, Michael
134
Snower, Dennis J.
131
Pesaran, M. Hashem
130
Zenou, Yves
129
Güth, Werner
114
Stark, Oded
113
Aronsson, Thomas
108
Koskela, Erkki
107
Phillips, Peter C. B.
104
Nijkamp, Peter
102
Acemoglu, Daron
99
Caporale, Guglielmo Maria
96
Creedy, John
94
Diewert, Walter E.
91
Broll, Udo
89
Ploeg, Frederick van der
84
Keuschnigg, Christian
79
Lambertini, Luca
79
Asheim, Geir B.
78
Pierdzioch, Christian
77
Stähler, Frank
77
Frey, Bruno S.
76
Dosi, Giovanni
75
Fehr, Ernst
75
Johansen, Søren
75
Shavell, Steven
74
Swanson, Norman R.
74
Pethig, Rüdiger
72
Kaplow, Louis
70
Eichberger, Jürgen
69
Nielsen, Morten Ørregaard
69
Chiarella, Carl
68
Epstein, Gil S.
67
Teräsvirta, Timo
67
Gil-Alaña, Luis A.
66
Hoel, Michael
66
Blackorby, Charles
65
Galí, Jordi
65
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4
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3
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3
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2
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2
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2
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Department of Economics working paper series
67
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25
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19
Working papers / University of Connecticut, Department of Economics
19
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12
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5
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ECONIS (ZBW)
194
EconStor
12
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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
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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