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subject:"Volatilität"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Volatilität
Schätztheorie
Time series analysis
Estimation
173
Schätzung
173
Forecasting model
62
Prognoseverfahren
62
Volatility
59
Capital income
57
Kapitaleinkommen
57
Börsenkurs
54
Share price
54
USA
52
United States
52
Aktienmarkt
39
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39
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35
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35
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32
Welt
31
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31
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28
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28
Inflation
22
Theorie
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21
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20
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Shock
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South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
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16
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Article
81
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81
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33
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33
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English
81
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Gupta, Rangan
Gil-Alaña, Luis A.
84
Caporale, Guglielmo Maria
48
Bahmani-Oskooee, Mohsen
47
Tiwari, Aviral Kumar
37
Wohar, Mark E.
28
Ma, Feng
25
McAleer, Michael
25
Bollerslev, Tim
24
Chang, Tsangyao
24
Pierdzioch, Christian
24
Todorov, Viktor
24
Balcilar, Mehmet
23
Bouri, Elie
23
Moosa, Imad A.
22
Narayan, Paresh Kumar
22
Xuan Vinh Vo
21
Kumar, Dilip
20
McMillan, David G.
20
Brooks, Robert
18
Tauchen, George Eugene
17
Kang, Sang Hoon
16
Koopman, Siem Jan
16
Lee, Chien-chiang
16
Mensi, Walid
16
Rashid, Abdul
16
Asai, Manabu
15
Wang, Yudong
15
Apergēs, Nikolaos
14
Herwartz, Helmut
14
Kapetanios, George
14
Kumbhakar, Subal
14
Li, Jia
14
Nonejad, Nima
14
Su, Liangjun
14
Wei, Yu
14
Andersen, Torben
13
Caporin, Massimiliano
13
Chan, Joshua
13
Chiang, Thomas C.
13
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The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
3
Finance research letters
3
Research in international business and finance
3
Applied economics letters
2
Economic modelling
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
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 forecasting
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Applied financial economics
1
Defence and peace economics
1
Economics, management and financial markets
1
Emerging markets, finance and trade : EMFT
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
Journal of emerging market finance
1
Journal of financial markets
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of risk
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Structural change and economic dynamics : SC+ED
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
81
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
10
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
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