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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Mumtaz, Haroon"
~subject:"Inflation"
~subject:"Schätztheorie"
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Volatilität
Inflation
Schätztheorie
Estimation
319
Schätzung
319
USA
102
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102
Volatility
102
Forecasting model
90
Prognoseverfahren
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Gupta, Rangan
Mumtaz, Haroon
McAleer, Michael
90
Caporale, Guglielmo Maria
86
Pesaran, M. Hashem
60
Pierdzioch, Christian
56
Belke, Ansgar
55
Bollerslev, Tim
46
Gil-Alaña, Luis A.
46
Herwartz, Helmut
42
Härdle, Wolfgang
42
Gao, Jiti
41
Kapetanios, George
40
Wohar, Mark E.
39
Diebold, Francis X.
37
Hautsch, Nikolaus
37
Bahmani-Oskooee, Mohsen
35
Koopman, Siem Jan
34
Todorov, Viktor
34
Döpke, Jörg
32
Linton, Oliver
32
Marcellino, Massimiliano
32
Tiwari, Aviral Kumar
31
Asai, Manabu
29
Bouri, Elie
28
Caporin, Massimiliano
28
Cheung, Yin-Wong
28
Engle, Robert F.
28
Miller, Stephen M.
28
Balcilar, Mehmet
26
Chang, Chia-Lin
25
Huber, Florian
25
Ma, Feng
25
Cai, Zongwu
24
Christiano, Lawrence J.
24
Koop, Gary
24
Lütkepohl, Helmut
24
Buch, Claudia M.
23
Chan, Joshua
23
Clark, Todd E.
23
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Department of Economics working paper series
21
Working paper
12
The North American journal of economics and finance : a journal of financial economics studies
7
Working papers / University of Connecticut, Department of Economics
6
Research in international business and finance
4
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
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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3
International journal of forecasting
3
International review of economics & finance : IREF
3
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2
Bank of England Working Paper
2
Economic modelling
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International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
143
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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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
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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