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~person:"Gupta, Rangan"
~subject:"Arbeitsmarkt"
~subject:"Arbeitsplatzwechsel"
~subject:"Schätzung"
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Search: subject:"volatility"
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Arbeitsmarkt
Arbeitsplatzwechsel
Schätzung
Volatility
235
Volatilität
233
Forecasting model
113
Prognoseverfahren
113
Börsenkurs
101
Share price
101
Capital income
94
Kapitaleinkommen
94
Estimation
82
Aktienmarkt
79
Stock market
79
Welt
75
World
75
Risiko
74
Risk
74
ARCH model
63
ARCH-Modell
63
USA
50
United States
50
Oil price
46
Ölpreis
46
Forecasting
32
Theorie
32
Theory
32
Time series analysis
30
Zeitreihenanalyse
30
Forecast
25
Prognose
25
Schock
23
Shock
23
VAR model
22
VAR-Modell
22
forecasting
21
Spillover effect
20
Spillover-Effekt
20
Climate change
19
Klimawandel
19
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
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Undetermined
53
Free
24
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Article
60
Book / Working Paper
22
Type of publication (narrower categories)
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Article in journal
59
Aufsatz in Zeitschrift
59
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
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Language
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English
82
Author
All
Gupta, Rangan
McAleer, Michael
87
Pierdzioch, Christian
59
Caporale, Guglielmo Maria
56
Bollerslev, Tim
44
Hautsch, Nikolaus
42
Bachmann, Ronald
35
Belke, Ansgar
35
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Buch, Claudia M.
31
Asai, Manabu
30
Bouri, Elie
28
Haltiwanger, John C.
28
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Herwartz, Helmut
27
Döpke, Jörg
26
Ma, Feng
26
Chang, Chia-Lin
25
Bender, Stefan
24
Caporin, Massimiliano
24
Engle, Robert F.
24
Koopman, Siem Jan
24
McEntarfer, Erika
24
Wohar, Mark E.
24
Andersen, Torben
22
Burgess, Simon M.
22
Cheung, Yin-Wong
22
Davis, Steven J.
22
Diebold, Francis X.
22
Rodriguez, Gabriel
22
Haltiwanger, John
21
Kumar, Dilip
21
Mumtaz, Haroon
21
Ours, Jan C. van
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Fujita, Shigeru
20
Merkl, Christian
20
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Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Research in international business and finance
3
Applied economics letters
2
Economic modelling
2
Economics and Business Letters : EBL
2
Economics letters
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
The European journal of finance
2
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Finmap working paper
1
Global Research Unit working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Open economies review
1
Structural change and economic dynamics : SC+ED
1
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ECONIS (ZBW)
82
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1
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
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:
4
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
5
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:
6
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:
7
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:
8
Forecasting the conditional distribution of realized
volatility
of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
Do climate risks predict US housing returns and
volatility
? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
10
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
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