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~person:"Gupta, Rangan"
~person:"McMillan, David G."
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"Volatility"
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Kapitaleinkommen
Time series analysis
Volatility
Forecasting model
192
Prognoseverfahren
192
Estimation
170
Schätzung
170
Volatilität
165
United States
151
USA
149
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126
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82
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English
276
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Gupta, Rangan
McMillan, David G.
Gil-Alaña, Luis A.
181
Caporale, Guglielmo Maria
150
McAleer, Michael
145
Phillips, Peter C. B.
82
Tiwari, Aviral Kumar
73
Franses, Philip Hans
72
Teräsvirta, Timo
68
Pierdzioch, Christian
66
Bahmani-Oskooee, Mohsen
61
Wohar, Mark E.
61
Miller, Stephen M.
60
Chang, Chia-Lin
58
Bouri, Elie
56
Pesaran, M. Hashem
56
Timmermann, Allan
56
Hammoudeh, Shawkat
55
Kunst, Robert M.
54
Johansen, Søren
53
Ma, Feng
52
Allen, David E.
49
Nielsen, Morten Ørregaard
48
Engle, Robert F.
47
Balcilar, Mehmet
45
Lux, Thomas
43
Bollerslev, Tim
42
Granger, C. W. J.
41
Narayan, Paresh Kumar
41
Kapetanios, George
40
Moosa, Imad A.
40
Zaremba, Adam
40
Salisu, Afees A.
39
Swanson, Norman R.
39
Harvey, Andrew C.
38
Mills, Terence C.
37
Shephard, Neil G.
37
Billio, Monica
36
Caporin, Massimiliano
36
Diebold, Francis X.
36
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Department of Economics, Faculty of Economic and Management Sciences
2
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Department of Economics working paper series
63
Applied economics
19
The North American journal of economics and finance : a journal of financial economics studies
18
Energy economics
17
Applied financial economics
15
International review of economics & finance : IREF
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Working papers / University of Connecticut, Department of Economics
11
International journal of finance & economics : IJFE
9
Applied economics letters
7
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
The journal of real estate finance and economics
5
Computational economics
4
Journal of economics and finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Studies in economics and finance
3
Cogent economics & finance
2
Economics / Discussion papers : the open-access, open-assessment e-journal
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Oxford bulletin of economics and statistics
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Applied Economics, 52(10) 2020
1
Applied financial economics letters
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Asian African journal of economics and econometrics
1
CREATES research paper
1
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1
Economic modelling
1
Economics working paper
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Economics, management and financial markets
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Empirica : journal of european economics
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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ECONIS (ZBW)
276
RePEc
2
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana
;
Elgammal, Mohammed …
- In:
Applied economics
51
(
2019
)
20
,
pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
Saved in:
3
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
4
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:
5
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:
6
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
7
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:
8
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:
9
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:
10
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:
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