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~person:"Gupta, Rangan"
~person:"Kunst, Robert M."
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Time series analysis
Volatilität
Prognoseverfahren
88
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85
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80
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77
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68
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68
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67
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forecasting
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Gupta, Rangan
Kunst, Robert M.
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
42
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
Timmermann, Allan
22
Bollerslev, Tim
21
Aizenman, Joshua
20
Christensen, Bent Jesper
20
Döpke, Jörg
20
Croux, Christophe
19
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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Working papers / University of Connecticut, Department of Economics
10
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3
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ECONIS (ZBW)
108
EconStor
3
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1
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:
2
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:
3
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:
4
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:
5
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
6
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
7
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
8
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
9
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
10
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
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