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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"Risk"
~subject:"Schätztheorie"
~subject:"VAR model"
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Volatilität
Risk
Schätztheorie
VAR model
Estimation
251
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251
USA
89
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89
Forecasting model
85
Prognoseverfahren
85
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81
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English
130
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Gupta, Rangan
McAleer, Michael
92
Pesaran, M. Hashem
90
Caporale, Guglielmo Maria
74
Marcellino, Massimiliano
54
Pierdzioch, Christian
54
Belke, Ansgar
52
Mumtaz, Haroon
48
Bollerslev, Tim
46
Herwartz, Helmut
45
Gambetti, Luca
44
Bahmani-Oskooee, Mohsen
43
Gao, Jiti
43
Härdle, Wolfgang
42
Diebold, Francis X.
41
Kapetanios, George
41
Hautsch, Nikolaus
39
Wohar, Mark E.
39
Lütkepohl, Helmut
38
Chudik, Alexander
37
Engle, Robert F.
37
Huber, Florian
37
Balcilar, Mehmet
34
Forni, Mario
34
Todorov, Viktor
34
Buch, Claudia M.
33
Linton, Oliver
32
Döpke, Jörg
31
Koop, Gary
31
Koopman, Siem Jan
30
Sala, Luca
30
Theodoridis, Konstantinos
30
Asai, Manabu
29
Gil-Alaña, Luis A.
29
Tiwari, Aviral Kumar
29
Bouri, Elie
28
Caporin, Massimiliano
28
Castelnuovo, Efrem
28
Clark, Todd E.
27
Ma, Feng
27
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Department of Economics working paper series
27
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Working papers / University of Connecticut, Department of Economics
5
Research in international business and finance
4
Applied economics letters
3
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3
Economics and Business Letters : EBL
3
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3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
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2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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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
The European journal of finance
2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of business economics and management
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Journal of emerging market finance
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ECONIS (ZBW)
130
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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
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
3
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:
4
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:
5
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:
6
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:
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
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
10
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:
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