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~person:"Gupta, Rangan"
~person:"Ledoit, Olivier"
~subject:"ARCH model"
~subject:"Volatility"
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ARCH model
Volatility
Forecasting model
168
Prognoseverfahren
168
Estimation
151
Schätzung
151
Volatilität
146
United States
143
USA
141
Börsenkurs
107
Share price
107
Theorie
105
Capital income
102
Kapitaleinkommen
102
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102
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90
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90
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80
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78
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78
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78
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75
Time series analysis
75
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75
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73
Immobilienpreis
65
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59
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58
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58
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57
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56
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56
Monetary policy
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53
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52
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52
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44
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43
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42
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75
Graue Literatur
75
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75
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English
159
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Gupta, Rangan
Ledoit, Olivier
McAleer, Michael
137
Caporale, Guglielmo Maria
59
Chang, Chia-Lin
58
Bouri, Elie
51
Pierdzioch, Christian
51
Hammoudeh, Shawkat
50
Ma, Feng
50
Bahmani-Oskooee, Mohsen
46
Tiwari, Aviral Kumar
44
Bollerslev, Tim
36
Mensi, Walid
34
Engle, Robert F.
33
Lux, Thomas
33
Salisu, Afees A.
33
Spagnolo, Nicola
32
Teräsvirta, Timo
31
Wohar, Mark E.
31
Caporin, Massimiliano
30
Demirer, Rıza
30
Allen, David E.
29
Shephard, Neil G.
29
Kang, Sang Hoon
27
Gil-Alaña, Luis A.
26
Hegerty, Scott W.
26
Miller, Stephen M.
26
Asai, Manabu
25
Balcilar, Mehmet
25
Karanasos, Menelaos
25
Conrad, Christian
24
Hafner, Christian M.
24
Wang, Yudong
24
McMillan, David G.
23
Mumtaz, Haroon
23
Xuan Vinh Vo
23
Aizenman, Joshua
22
Chevallier, Julien
22
Chiarella, Carl
22
Christoffersen, Peter F.
22
Hamori, Shigeyuki
22
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Department of Economics, Faculty of Economic and Management Sciences
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Department of Economics working paper series
57
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / University of Zurich, Department of Economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
Applied economics
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Working papers / University of Connecticut, Department of Economics
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
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2
Applied financial economics
1
CREATES research paper
1
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1
Econometric Institute research papers
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
Research in international business and finance
1
The journal of real estate finance and economics
1
The review of economics and statistics
1
University of Zurich, Department of Economics, Working Paper
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
159
RePEc
2
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21
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
22
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
23
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
24
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
25
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
26
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
27
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
28
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
29
The predictive impact of climate risk on total factor productivity growth : 1880-2020
Kunene, Desiree M.
;
Van Eyden, Reneé
;
Caraiani, Petre
; …
-
2023
Persistent link: https://www.econbiz.de/10014317435
Saved in:
30
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
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