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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"Risk"
~subject:"Schätztheorie"
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Volatilität
Risk
Schätztheorie
Estimation
251
Schätzung
251
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89
United States
89
Forecasting model
85
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85
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Gupta, Rangan
McAleer, Michael
91
Caporale, Guglielmo Maria
69
Pesaran, M. Hashem
59
Pierdzioch, Christian
50
Bollerslev, Tim
46
Bahmani-Oskooee, Mohsen
43
Härdle, Wolfgang
42
Gao, Jiti
41
Herwartz, Helmut
41
Belke, Ansgar
40
Hautsch, Nikolaus
37
Kapetanios, George
37
Marcellino, Massimiliano
36
Diebold, Francis X.
35
Wohar, Mark E.
35
Engle, Robert F.
34
Todorov, Viktor
34
Linton, Oliver
32
Balcilar, Mehmet
30
Buch, Claudia M.
30
Koopman, Siem Jan
30
Asai, Manabu
29
Gil-Alaña, Luis A.
29
Bouri, Elie
28
Caporin, Massimiliano
27
Ma, Feng
27
Döpke, Jörg
26
Lettau, Martin
26
Bali, Turan G.
25
Chang, Chia-Lin
25
Huber, Florian
25
Koop, Gary
25
Mumtaz, Haroon
25
Spagnolo, Nicola
25
Cai, Zongwu
24
Ghysels, Eric
24
Lütkepohl, Helmut
24
Cheung, Yin-Wong
23
Karanasos, Menelaos
23
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Department of Economics working paper series
24
The North American journal of economics and finance : a journal of financial economics studies
7
Economics letters
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Research in international business and finance
4
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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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
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
3
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
6
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:
7
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:
8
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:
9
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
10
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
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