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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~person:"Gupta, Rangan"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation"
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Estimation theory
Volatilität
Estimation
234
Schätzung
234
USA
83
United States
83
Forecasting model
82
Prognoseverfahren
82
Volatility
79
Capital income
72
Kapitaleinkommen
72
Börsenkurs
68
Share price
68
Risiko
53
Risk
53
Aktienmarkt
48
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48
Welt
47
World
47
Time series analysis
46
Zeitreihenanalyse
46
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35
VAR-Modell
35
Inflation
33
Theorie
28
Theory
28
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27
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27
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24
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24
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23
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23
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23
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23
Kausalanalyse
23
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23
Schock
23
Shock
23
Cointegration
22
Kointegration
22
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21
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Article
61
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21
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Amtsdruckschrift
Article in journal
Non-commercial literature
Aufsatz in Zeitschrift
61
Arbeitspapier
21
Graue Literatur
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English
82
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Gupta, Rangan
McAleer, Michael
71
Caporale, Guglielmo Maria
49
Pierdzioch, Christian
42
Härdle, Wolfgang
37
Pesaran, M. Hashem
37
Gao, Jiti
35
Bollerslev, Tim
34
Bahmani-Oskooee, Mohsen
33
Linton, Oliver
32
Hautsch, Nikolaus
31
Kapetanios, George
31
Marcellino, Massimiliano
30
Todorov, Viktor
30
Belke, Ansgar
29
Herwartz, Helmut
27
Asai, Manabu
26
Bouri, Elie
26
Gil-Alaña, Luis A.
26
Ma, Feng
25
Wohar, Mark E.
25
Cai, Zongwu
24
Koopman, Siem Jan
23
Döpke, Jörg
22
Mumtaz, Haroon
22
Andersen, Torben
21
Balcilar, Mehmet
21
Huber, Florian
21
Lütkepohl, Helmut
21
Caporin, Massimiliano
20
Hafner, Christian M.
20
Koop, Gary
20
Kumar, Dilip
20
Rodriguez, Gabriel
20
Tauchen, George Eugene
20
Xuan Vinh Vo
20
Chan, Joshua
19
Chang, Chia-Lin
19
Tiwari, Aviral Kumar
19
Allen, David E.
18
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Department of Economics working paper series
17
The North American journal of economics and finance : a journal of financial economics studies
7
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
Research in international business and finance
3
Applied economics letters
2
Economic modelling
2
Economics letters
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
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 multinational financial management
2
The European journal of finance
2
Working papers / University of Connecticut, Department of Economics
2
Applied economics
1
Applied financial economics
1
Defence and peace economics
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finmap working paper
1
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
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Open economies review
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ECONIS (ZBW)
82
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1
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82
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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