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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Volatilität
Börsenkurs
Time series analysis
Estimation
173
Schätzung
173
Forecasting model
62
Prognoseverfahren
62
Volatility
59
Capital income
57
Kapitaleinkommen
57
Share price
54
USA
52
United States
52
Aktienmarkt
39
Stock market
39
Risiko
35
Risk
35
Zeitreihenanalyse
32
Welt
31
World
31
VAR model
28
VAR-Modell
28
Inflation
22
Theorie
21
Theory
21
Immobilienpreis
20
Real estate price
20
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19
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Schock
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Shock
19
South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
ARCH model
16
ARCH-Modell
16
Cointegration
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Article
100
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Article in journal
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100
Arbeitspapier
34
Graue Literatur
34
Non-commercial literature
34
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Aufsatz im Buch
1
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English
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Gupta, Rangan
Gil-Alaña, Luis A.
93
Caporale, Guglielmo Maria
57
Bahmani-Oskooee, Mohsen
48
Tiwari, Aviral Kumar
46
Wohar, Mark E.
40
McMillan, David G.
38
Pierdzioch, Christian
36
Zaremba, Adam
34
Narayan, Paresh Kumar
33
Ma, Feng
30
Balcilar, Mehmet
28
Bouri, Elie
27
Chang, Tsangyao
27
Bollerslev, Tim
26
Lee, Chien-chiang
26
McAleer, Michael
26
Todorov, Viktor
25
Xuan Vinh Vo
25
Kumar, Dilip
21
Moosa, Imad A.
21
Salisu, Afees A.
21
Brooks, Robert
20
Wang, Yudong
19
Apergēs, Nikolaos
18
Chiang, Thomas C.
18
Jawadi, Fredj
17
Rashid, Abdul
17
Kang, Sang Hoon
16
Koopman, Siem Jan
16
Mensi, Walid
16
Tauchen, George Eugene
16
Zhang, Yaojie
16
Asai, Manabu
15
Caporin, Massimiliano
15
Demirer, Rıza
15
Hammoudeh, Shawkat
15
Nonejad, Nima
15
Sehgal, Sanjay
15
Shi, Yanlin
15
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The North American journal of economics and finance : a journal of financial economics studies
10
Research in international business and finance
5
Applied economics
4
Economic modelling
4
Finance research letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics and Business Letters : EBL
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of economics & finance : IREF
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Applied economics letters
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Defence and peace economics
1
Economic systems
1
Economics, management and financial markets
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
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
International review of financial analysis
1
Journal of business economics and management
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of international commerce, economics and policy
1
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
4
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
5
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
6
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
7
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
8
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
9
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
10
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
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