Similar Search Results

The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data

Van Eyden, Reneé; Gupta, Rangan; André, Christophe; … - 2021

Persistent link: https://www.econbiz.de/10012617571

Bitcoin prices and the realized volatility of US sectoral stock returns

Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270159

Predicting firm-level volatility in the United States : the role of monetary policy uncertainty

Clance, Matthew W.; Demirer, Rıza; Gupta, Rangan; … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 167-177

Persistent link: https://www.econbiz.de/10012420480

Growth volatility and inequality in the U.S. : a wavelet analysis

Chang, Shinhye; Gupta, Rangan; Miller, Stephen M.; … - 2018

Persistent link: https://www.econbiz.de/10011881494

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

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

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

Extreme weather shocks and state-level inflation of the United States

Liao, Wenting; Sheng, Xin; Gupta, Rangan; Karmakar, Sayar - In: Economics letters 238 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015075593

Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models

Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015

This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...

Persistent link: https://www.econbiz.de/10011296114

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