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subject:"EU-Staaten"
subject:"Volatility"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"World"
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EU-Staaten
Volatility
ARCH-Modell
World
Estimation
280
Schätzung
280
Volatilität
101
USA
94
United States
94
Forecasting model
89
Prognoseverfahren
89
Capital income
83
Kapitaleinkommen
83
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80
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80
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60
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58
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58
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57
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25
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23
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English
136
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Bouri, Elie
Gupta, Rangan
Caporale, Guglielmo Maria
123
Schneider, Friedrich
123
Belke, Ansgar
119
McAleer, Michael
104
Buch, Claudia M.
92
Dreher, Axel
75
Woessmann, Ludger
72
MacDonald, Ronald
64
Voigt, Stefan
62
Herwartz, Helmut
60
Gil-Alaña, Luis A.
57
Pierdzioch, Christian
57
Rose, Andrew
55
Bahmani-Oskooee, Mohsen
51
Pesaran, M. Hashem
51
Nunnenkamp, Peter
50
Bollerslev, Tim
49
Van Reenen, John
48
Hayo, Bernd
47
Cheung, Yin-Wong
46
Levine, Ross
45
Afonso, António
44
Chang, Chia-Lin
41
Koopman, Siem Jan
41
Aghion, Philippe
40
Dreger, Christian
40
Acemoglu, Daron
39
Badinger, Harald
37
Engle, Robert F.
37
Barro, Robert J.
36
Haan, Jakob de
36
Hautsch, Nikolaus
35
Härdle, Wolfgang
35
Yilmazkuday, Hakan
35
Döpke, Jörg
34
Sala-i-Martin, Xavier
34
Todorov, Viktor
34
Bloom, Nicholas
33
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Department of Economics working paper series
25
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Energy economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Research in international business and finance
5
International review of economics & finance : IREF
4
Economics letters
3
International review of financial analysis
3
Journal of multinational financial management
3
The European journal of finance
3
Working papers / University of Connecticut, Department of Economics
3
Applied economics letters
2
Economic modelling
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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 economics and finance
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Structural change and economic dynamics : SC+ED
2
Annals of economics and finance
1
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1
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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Defence and peace economics
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Emerging markets, finance and trade : EMFT
1
Finmap working paper
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Global Research Unit working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
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ECONIS (ZBW)
136
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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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317448
Saved in:
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