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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~subject:"Volatility"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Volatility
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129
Estimation
127
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41
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41
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37
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37
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30
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Zimmermann, Klaus F.
Caporin, Massimiliano
Gupta, Rangan
Caporale, Guglielmo Maria
100
Gil-Alaña, Luis A.
96
McAleer, Michael
54
Pesaran, M. Hashem
33
Härdle, Wolfgang
28
Koopman, Siem Jan
27
Pierdzioch, Christian
25
Hautsch, Nikolaus
22
Belke, Ansgar
19
Marcellino, Massimiliano
19
Chang, Chia-Lin
17
Döpke, Jörg
16
Gao, Jiti
15
Kapetanios, George
15
Mumtaz, Haroon
15
Huber, Florian
14
Bos, Charles S.
13
Herwartz, Helmut
13
Medeiros, Marcelo C.
13
Rodriguez, Gabriel
13
Sibbertsen, Philipp
13
Buch, Claudia M.
12
Kunst, Robert M.
12
Lütkepohl, Helmut
12
Asai, Manabu
11
Bollerslev, Tim
11
Franses, Philip Hans
11
Hafner, Christian M.
11
Koop, Gary
11
Lucas, André
11
Miller, Stephen M.
11
Paolella, Marc S.
11
Theodoridis, Konstantinos
11
Allen, David E.
10
Carstensen, Kai
10
Dijk, Herman K. van
10
Mittnik, Stefan
10
Nielsen, Morten Ørregaard
10
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10
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ECONIS (ZBW)
44
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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:
2
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:
3
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:
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
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:
6
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
7
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
8
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:
9
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
10
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
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