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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"Schätztheorie"
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Volatilität
ARCH-Modell
Schätztheorie
Estimation
258
Schätzung
258
USA
92
United States
92
Forecasting model
88
Prognoseverfahren
88
Volatility
84
Capital income
78
Kapitaleinkommen
78
Börsenkurs
73
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52
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23
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Author
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Gupta, Rangan
McAleer, Michael
96
Caporale, Guglielmo Maria
62
Pesaran, M. Hashem
59
Pierdzioch, Christian
51
Bollerslev, Tim
50
Gao, Jiti
41
Hautsch, Nikolaus
41
Härdle, Wolfgang
41
Diebold, Francis X.
39
Kapetanios, George
37
Bahmani-Oskooee, Mohsen
36
Herwartz, Helmut
36
Todorov, Viktor
35
Belke, Ansgar
33
Engle, Robert F.
33
Bouri, Elie
32
Koopman, Siem Jan
32
Linton, Oliver
32
Marcellino, Massimiliano
31
Asai, Manabu
30
Wohar, Mark E.
30
Chang, Chia-Lin
29
Caporin, Massimiliano
28
Gil-Alaña, Luis A.
28
Andersen, Torben
26
Döpke, Jörg
26
Ma, Feng
26
Balcilar, Mehmet
25
Lütkepohl, Helmut
25
Tiwari, Aviral Kumar
25
Cai, Zongwu
24
Koop, Gary
24
Buch, Claudia M.
23
Cheung, Yin-Wong
23
Hafner, Christian M.
23
Mumtaz, Haroon
23
Allen, David E.
22
Huber, Florian
22
Xuan Vinh Vo
22
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Department of Economics working paper series
20
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
Economics and Business Letters : EBL
3
Journal of multinational financial management
3
Research in international business and finance
3
Working papers / University of Connecticut, Department of Economics
3
Applied economics letters
2
Economic modelling
2
Economics letters
2
Emerging markets review
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
The European journal of finance
2
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economic systems
1
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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
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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 macroeconomics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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1
Journal of the Operational Research Society
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ECONIS (ZBW)
93
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93
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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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
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:
6
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:
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
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:
9
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:
10
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:
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