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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~subject:"Schätztheorie"
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Volatilität
Schätztheorie
Estimation
346
Schätzung
346
Forecasting model
112
Prognoseverfahren
112
Volatility
112
USA
107
United States
107
Börsenkurs
105
Share price
105
Capital income
98
Kapitaleinkommen
98
Aktienmarkt
67
Stock market
65
Risiko
61
Risk
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Theorie
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Theory
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Welt
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Time series analysis
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45
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45
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Shock
30
Climate change
29
Exchange rate
29
Klimawandel
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29
Geldpolitik
28
Monetary policy
27
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26
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English
115
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Gupta, Rangan
Pierdzioch, Christian
McAleer, Michael
90
Caporale, Guglielmo Maria
62
Pesaran, M. Hashem
59
Bollerslev, Tim
46
Gao, Jiti
41
Härdle, Wolfgang
41
Hautsch, Nikolaus
37
Kapetanios, George
37
Diebold, Francis X.
35
Todorov, Viktor
35
Bahmani-Oskooee, Mohsen
34
Belke, Ansgar
33
Herwartz, Helmut
33
Linton, Oliver
32
Koopman, Siem Jan
31
Marcellino, Massimiliano
31
Bouri, Elie
30
Wohar, Mark E.
30
Asai, Manabu
29
Caporin, Massimiliano
28
Engle, Robert F.
28
Gil-Alaña, Luis A.
27
Döpke, Jörg
26
Ma, Feng
26
Chang, Chia-Lin
25
Lütkepohl, Helmut
25
Cai, Zongwu
24
Koop, Gary
24
Buch, Claudia M.
23
Cheung, Yin-Wong
23
Mumtaz, Haroon
23
Andersen, Torben
22
Hafner, Christian M.
22
Huber, Florian
22
Tiwari, Aviral Kumar
22
Allen, David E.
21
Balcilar, Mehmet
21
Chudik, Alexander
21
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Institut für Weltwirtschaft
2
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Department of Economics working paper series
18
Kieler Arbeitspapiere
8
The North American journal of economics and finance : a journal of financial economics studies
8
Kiel working paper
5
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
Research in international business and finance
3
Applied economics letters
2
Economic modelling
2
Economics letters
2
Energy economics
2
Finance research letters
2
International journal of finance & economics : IJFE
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 multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
The European journal of finance
2
Working papers / University of Connecticut, Department of Economics
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 2 Discussion Paper
1
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Defence and peace economics
1
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Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finmap working paper
1
German economic review
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
Journal of behavioral and experimental finance
1
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ECONIS (ZBW)
115
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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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