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subject:"Volatilität"
~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~subject:"VAR-Modell"
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Volatilität
Schätztheorie
VAR-Modell
Estimation
282
Schätzung
282
USA
105
United States
105
Volatility
103
Forecasting model
93
Prognoseverfahren
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English
131
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Andersen, Torben
Gupta, Rangan
McAleer, Michael
91
Pesaran, M. Hashem
90
Caporale, Guglielmo Maria
67
Pierdzioch, Christian
54
Belke, Ansgar
52
Marcellino, Massimiliano
50
Bollerslev, Tim
46
Mumtaz, Haroon
46
Gambetti, Luca
43
Gao, Jiti
43
Diebold, Francis X.
41
Härdle, Wolfgang
41
Kapetanios, George
41
Hautsch, Nikolaus
39
Herwartz, Helmut
38
Lütkepohl, Helmut
38
Chudik, Alexander
37
Huber, Florian
37
Wohar, Mark E.
36
Bahmani-Oskooee, Mohsen
34
Todorov, Viktor
34
Forni, Mario
33
Linton, Oliver
32
Döpke, Jörg
31
Engle, Robert F.
31
Koop, Gary
31
Koopman, Siem Jan
30
Theodoridis, Konstantinos
30
Asai, Manabu
29
Balcilar, Mehmet
29
Sala, Luca
29
Bouri, Elie
28
Caporin, Massimiliano
27
Gil-Alaña, Luis A.
27
Tiwari, Aviral Kumar
27
Buch, Claudia M.
26
Clark, Todd E.
26
Chang, Chia-Lin
25
Ma, Feng
25
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20
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8
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5
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4
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ECONIS (ZBW)
131
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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
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
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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