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~person:"Gupta, Rangan"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Hochschulschrift"
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USA
Volatilität
Theorie
95
Theory
95
Forecasting model
44
Prognoseverfahren
44
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34
Schätzung
34
United States
28
Volatility
26
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25
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25
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24
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24
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24
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Article in journal
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49
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17
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17
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17
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49
Author
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Gupta, Rangan
McAleer, Michael
38
Bollerslev, Tim
34
Fabozzi, Frank J.
29
Heckman, James J.
29
Gil-Alaña, Luis A.
28
Caporale, Guglielmo Maria
27
Todorov, Viktor
27
Wohar, Mark E.
27
Carr, Peter
26
Kumar, Dilip
26
Neumark, David
26
Andersen, Torben
25
Chavas, Jean-Paul
25
Diebold, Francis X.
25
Tauchen, George Eugene
25
Engle, Robert F.
24
Ghysels, Eric
24
Haltiwanger, John C.
24
Serletis, Apostolos
24
Zhang, Jin E.
24
Auerbach, Alan J.
23
Cebula, Richard J.
23
Escobar, Marcos
23
Glaeser, Edward L.
23
Hammoudeh, Shawkat
23
Longstaff, Francis A.
23
Bali, Turan G.
22
Keane, Michael P.
22
Rudebusch, Glenn D.
22
Uri, Noel Dean
22
Wright, Jonathan H.
22
Wu, Liuren
22
Cui, Zhenyu
21
Hall, Robert Ernest
21
Jarrow, Robert A.
21
MacDonald, Ronald
21
Madan, Dilip B.
21
Mixon, Franklin G.
21
Stein, Jeremy C.
21
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The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
5
Annals of financial economics
3
Applied economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of forecasting
3
Economics letters
2
Energy economics
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Applied economics letters
1
Applied financial economics
1
Computational economics
1
Economics and Business Letters : EBL
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International business and economics research journal
1
International journal of finance & economics : IJFE
1
Journal of central banking theory and practice
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of risk
1
Journal of the Operational Research Society
1
Panoeconomicus
1
Structural change and economic dynamics : SC+ED
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
49
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49
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1
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
2
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
3
Investors' uncertainty and forecasting stock market volatility
Liu, Ruipeng
;
Gupta, Rangan
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 327-337
Persistent link: https://www.econbiz.de/10013353013
Saved in:
4
Time-varying risk aversion and forecastability of the US term structure of interest rates
Bouri, Elie
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014582612
Saved in:
5
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
6
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
; …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246762
Saved in:
7
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
8
Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach
Gabauer, David
;
Gupta, Rangan
- In:
Structural change and economic dynamics : SC+ED
52
(
2020
),
pp. 167-173
Persistent link: https://www.econbiz.de/10012484669
Saved in:
9
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448252
Saved in:
10
A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Annals of financial economics
17
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
Saved in:
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