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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
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Volatilität
Zeitreihenanalyse
Estimation
415
Schätzung
409
Volatility
168
Forecasting model
125
Prognoseverfahren
125
USA
123
United States
123
Börsenkurs
105
Share price
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Capital income
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Kapitaleinkommen
100
Welt
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English
211
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Gupta, Rangan
McAleer, Michael
Gil-Alaña, Luis A.
184
Caporale, Guglielmo Maria
179
Koopman, Siem Jan
57
Pierdzioch, Christian
57
Pesaran, M. Hashem
53
Bahmani-Oskooee, Mohsen
47
Bollerslev, Tim
45
Tiwari, Aviral Kumar
38
Hautsch, Nikolaus
36
Härdle, Wolfgang
36
Todorov, Viktor
35
Herwartz, Helmut
33
Bouri, Elie
32
Engle, Robert F.
32
Belke, Ansgar
31
Chang, Chia-Lin
31
Kapetanios, George
31
Wohar, Mark E.
31
Caporin, Massimiliano
30
Miller, Stephen M.
30
Asai, Manabu
29
Döpke, Jörg
28
Marcellino, Massimiliano
28
Chan, Joshua
27
Gao, Jiti
27
Koop, Gary
27
Diebold, Francis X.
26
Ma, Feng
26
McMillan, David G.
26
Balcilar, Mehmet
25
Buch, Claudia M.
25
Franses, Philip Hans
25
Narayan, Paresh Kumar
25
Chang, Tsangyao
24
Mumtaz, Haroon
24
Cheung, Yin-Wong
23
Ghysels, Eric
23
Lütkepohl, Helmut
23
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University of Canterbury / Dept. of Economics and Finance
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Econometric Institute research papers
24
Department of Economics working paper series
23
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16
Discussion paper / Tinbergen Institute
12
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
5
Working papers / University of Connecticut, Department of Economics
5
Econometric reviews
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Finance research letters
3
Journal of econometrics
3
Research in international business and finance
3
Applied economics letters
2
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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 multinational financial management
2
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Journal of risk and financial management : JRFM
2
Open economies review
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The econometrics journal
2
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo working papers
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Cardiff economics working papers
1
Defence and peace economics
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ECONIS (ZBW)
211
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1
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
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
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:
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
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:
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
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:
8
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:
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
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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