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subject:"Kapitaleinkommen"
~person:"Gupta, Rangan"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Estimation
251
Schätzung
251
USA
89
United States
89
Forecasting model
85
Prognoseverfahren
85
Volatilität
81
Capital income
73
Börsenkurs
70
Share price
70
Risiko
57
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57
Aktienmarkt
49
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49
Welt
49
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23
Schock
23
Shock
23
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English
110
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Gupta, Rangan
McAleer, Michael
86
Pierdzioch, Christian
73
Zaremba, Adam
71
Caporale, Guglielmo Maria
68
Bollerslev, Tim
53
McMillan, David G.
52
Wohar, Mark E.
42
Bali, Turan G.
39
Gil-Alaña, Luis A.
39
Engle, Robert F.
38
Todorov, Viktor
38
Belke, Ansgar
37
Pesaran, M. Hashem
35
Bahmani-Oskooee, Mohsen
33
Timmermann, Allan
33
Bouri, Elie
32
Ma, Feng
32
Bohl, Martin T.
31
Döpke, Jörg
31
Hautsch, Nikolaus
31
Härdle, Wolfgang
31
Narayan, Paresh Kumar
31
Asai, Manabu
29
Cakici, Nusret
29
Herwartz, Helmut
28
Tiwari, Aviral Kumar
28
Diebold, Francis X.
27
Zhou, Guofu
27
Xuan Vinh Vo
26
Andersen, Torben
25
Campbell, John Y.
25
Chang, Chia-Lin
25
Kelly, Bryan T.
25
Lettau, Martin
25
Nitschka, Thomas
25
Balcilar, Mehmet
24
Wang, Yudong
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
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Department of Economics working paper series
19
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
6
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Economics and Business Letters : EBL
3
International review of economics & finance : IREF
3
The European journal of finance
3
Applied economics letters
2
Economics letters
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 multinational financial management
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economics, management and financial markets
1
Economies : open access journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
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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
International review of financial analysis
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of international commerce, economics and policy
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ECONIS (ZBW)
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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
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:
8
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:
9
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:
10
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:
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