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~person:"Gupta, Rangan"
~person:"Sibbertsen, Philipp"
~subject:"Stock market"
~subject:"Time series analysis"
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Stock market
Time series analysis
Forecasting model
170
Prognoseverfahren
170
Estimation
158
Schätzung
158
Volatility
149
Volatilität
147
United States
143
USA
141
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106
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106
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43
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English
156
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Gupta, Rangan
Sibbertsen, Philipp
Gil-Alaña, Luis A.
176
Caporale, Guglielmo Maria
126
Phillips, Peter C. B.
76
Franses, Philip Hans
68
McAleer, Michael
61
Teräsvirta, Timo
58
Tiwari, Aviral Kumar
56
Johansen, Søren
53
Kunst, Robert M.
44
Miller, Stephen M.
44
Nielsen, Morten Ørregaard
43
Chang, Tsangyao
36
Granger, C. W. J.
36
Harvey, Andrew C.
36
Swanson, Norman R.
36
Moosa, Imad A.
34
Pesaran, M. Hashem
34
Pierdzioch, Christian
33
Balcilar, Mehmet
32
Hendry, David F.
32
Jusélius, Katarina
32
Mills, Terence C.
32
Wohar, Mark E.
32
Narayan, Paresh Kumar
31
Taylor, Robert
31
Allen, David E.
30
Kapetanios, George
30
Engle, Robert F.
29
Haldrup, Niels
28
Nielsen, Bent
27
Timmermann, Allan
27
Koop, Gary
26
Ma, Feng
26
Hammoudeh, Shawkat
25
Hassler, Uwe
25
Lux, Thomas
25
Ravazzolo, Francesco
25
Guo, Hui
24
Newbold, Paul
24
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Department of Economics, Faculty of Economic and Management Sciences
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Department of Economics working paper series
34
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
Economics letters
8
Working papers / University of Connecticut, Department of Economics
8
Energy economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
Applied economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
CREATES research paper
3
Computational economics
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
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2
Economia internazionale
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Applied Economics, 52(10) 2020
1
Cardiff economics working papers
1
Defence and peace economics
1
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1
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1
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1
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1
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1
Economics, management and financial markets
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of production economics
1
Journal of applied economics
1
Quantitative finance and economics
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
1
University of Pretoria, Department of Economics Working Paper Series
1
Wine Economics and Policy
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ECONIS (ZBW)
156
RePEc
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11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
Fiscal policy and stock markets at the effective lower bound
André, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014281696
Saved in:
20
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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