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~person:"Gupta, Rangan"
~subject:"Volatilität"
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Volatilität
United States
215
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213
Forecasting model
117
Prognoseverfahren
117
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96
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96
Volatility
67
Capital income
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Gupta, Rangan
McAleer, Michael
51
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
30
Pierdzioch, Christian
29
Hautsch, Nikolaus
26
Andersen, Torben
23
Ma, Feng
23
Caporale, Guglielmo Maria
21
Davis, Steven J.
20
Chang, Chia-Lin
19
Diebold, Francis X.
18
Fernández-Villaverde, Jesús
18
Hammoudeh, Shawkat
18
Moffitt, Robert A.
18
Bali, Turan G.
17
Bouri, Elie
17
Asai, Manabu
16
Belke, Ansgar
16
Castelnuovo, Efrem
15
Salisu, Afees A.
15
Wohar, Mark E.
15
Bekaert, Geert
14
Christensen, Bent Jesper
14
Hegerty, Scott W.
14
Jaimovich, Nir
14
Bartram, Söhnke M.
13
Degiannakis, Stavros
13
Engle, Robert F.
13
Guerrón-Quintana, Pablo A.
13
Guo, Hui
13
Härdle, Wolfgang
13
Liang, Chao
13
Stulz, René M.
13
Ang, Andrew
12
Caggiano, Giovanni
12
Fleming, Jeff
12
Lanne, Markku
12
Malik, Farooq
12
Mittnik, Stefan
12
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Department of Economics working paper series
15
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of financial economics
3
Finance research letters
3
Economics letters
2
Energy economics
2
Financial innovation : FIN
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 forecasting
2
Research in international business and finance
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied economics letters
1
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1
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1
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ECONIS (ZBW)
67
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1
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
2
Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Shiba, Sisa
;
Gupta, Rangan
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
Saved in:
3
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
4
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:
5
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
6
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:
7
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:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
9
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
10
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
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