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person:"Rombouts, Jeroen V. K."
~person:"Gupta, Rangan"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Schätzung"
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Search: subject_exact:"GARCH model"
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Markov chain
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ARCH model
115
ARCH-Modell
115
Volatility
74
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74
Forecasting model
56
Prognoseverfahren
56
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34
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34
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33
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33
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11
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English
43
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Rombouts, Jeroen V. K.
Gupta, Rangan
McAleer, Michael
50
Bauwens, Luc
25
Chang, Chia-Lin
25
Ma, Feng
23
Kumar, Dilip
21
Herwartz, Helmut
19
Paolella, Marc S.
18
Saikkonen, Pentti
18
Bouri, Elie
16
Chen, Cathy W. S.
13
Conrad, Christian
13
Meitz, Mika
13
Mittnik, Stefan
13
Antonakakis, Nikolaos
12
Ardia, David
12
Caporale, Guglielmo Maria
12
Caporin, Massimiliano
12
Karanasos, Menelaos
12
Koopman, Siem Jan
12
Miller, Stephen M.
12
Haas, Markus
11
Huang, Zhuo
11
Malik, Farooq
11
Wu, Xinyu
11
Asai, Manabu
10
Billio, Monica
10
Brooks, Robert
10
Chiang, Thomas C.
10
Dufays, Arnaud
10
Floros, Christos
10
Hafner, Christian M.
10
Jawadi, Fredj
10
Lu, Xinjie
10
Lütkepohl, Helmut
10
Tiwari, Aviral Kumar
10
Yoon, Seong-min
10
Zhang, Yaojie
10
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9
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Department of Economics working paper series
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2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
43
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1
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
Saved in:
2
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:
3
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:
4
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:
5
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
6
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
7
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
8
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
9
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
10
Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
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