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subject:"United Kingdom"
~person:"Gupta, Rangan"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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United Kingdom
Volatility
Estimation
174
Schätzung
174
Forecasting model
63
Prognoseverfahren
63
Volatilität
60
Capital income
57
Kapitaleinkommen
57
Börsenkurs
54
Share price
54
USA
52
United States
52
Aktienmarkt
39
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39
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36
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36
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32
Welt
32
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32
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32
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28
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28
Inflation
22
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21
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21
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20
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20
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Schock
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South Africa
19
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Nichtparametrisches Verfahren
18
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18
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17
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17
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68
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Article in journal
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67
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23
Graue Literatur
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23
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English
68
Author
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Gupta, Rangan
Gil-Alaña, Luis A.
37
Bahmani-Oskooee, Mohsen
35
Caporale, Guglielmo Maria
28
Ma, Feng
25
Bollerslev, Tim
24
McAleer, Michael
24
Todorov, Viktor
24
Wohar, Mark E.
24
Pierdzioch, Christian
23
Bouri, Elie
22
Balcilar, Mehmet
21
Kumar, Dilip
20
Xuan Vinh Vo
20
Asai, Manabu
16
Kang, Sang Hoon
16
Mensi, Walid
16
Apergēs, Nikolaos
15
Hamori, Shigeyuki
15
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
Blundell, Richard W.
14
Brooks, Robert
14
Li, Jia
14
McMillan, David G.
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Narayan, Paresh Kumar
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Belke, Ansgar
12
Hegerty, Scott W.
12
Jawadi, Fredj
12
Lee, Chien-chiang
12
Malik, Farooq
12
Wu, Xinyu
12
Caporin, Massimiliano
11
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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
Applied economics
3
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
Research in international business and finance
3
Applied economics letters
2
Economic modelling
2
Economics and Business Letters : EBL
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
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 macroeconomics
2
The European journal of finance
2
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
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
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 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
1
Structural change and economic dynamics : SC+ED
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
68
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
7
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
8
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
9
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
10
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
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