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~language:"eng"
~person:"Gupta, Rangan"
~person:"Silvennoinen, Annastiina"
~subject:"ARCH-Modell"
~subject:"Immobilienpreis"
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ARCH-Modell
Immobilienpreis
Forecasting model
164
Prognoseverfahren
164
Estimation
154
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154
Volatilität
143
United States
142
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142
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140
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Gupta, Rangan
Silvennoinen, Annastiina
McAleer, Michael
69
Miller, Stephen M.
37
Teräsvirta, Timo
34
Ma, Feng
33
Chang, Chia-Lin
29
Caporale, Guglielmo Maria
28
Hill, Robert J.
28
Turnbull, Geoffrey K.
28
Conrad, Christian
27
Shimizu, Chihiro
27
Balcilar, Mehmet
25
Bouri, Elie
23
Chau, K. W.
22
Haurin, Donald R.
22
Karanasos, Menelaos
22
Peng, Liang
22
Quigley, John M.
21
Brasington, David M.
20
Diewert, Walter E.
20
Engle, Robert F.
20
Hafner, Christian M.
20
Leung, Charles Ka Yui
19
Wachter, Susan M.
19
Adam, Klaus
18
Caporin, Massimiliano
18
Hammoudeh, Shawkat
18
Wohar, Mark E.
18
Ahlfeldt, Gabriel M.
17
Deng, Yongheng
17
Glaeser, Edward L.
17
Hoesli, Martin
17
Munneke, Henry J.
17
Nowak, Adam
17
Pace, R. Kelley
17
Wong, Siu Kei
17
Zheng, Siqi
17
Allen, Marcus T.
16
Clapp, John M.
16
Gatzlaff, Dean H.
16
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Ekonomiska forskningsinstitutet <Stockholm>
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Department of Economics working paper series
23
Working papers / University of Connecticut, Department of Economics
13
Applied economics
8
The North American journal of economics and finance : a journal of financial economics studies
7
International review of economics & finance : IREF
6
The journal of real estate finance and economics
6
CREATES research paper
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
Global Research Unit working paper
3
SSE EFI working paper series in economics and finance
3
Defence and peace economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
SSE/EFI Working Paper Series in Economics and Finance
2
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1
International journal of finance & economics : IJFE
1
Journal of economics and finance
1
Journal of housing economics
1
OECD Economics Department working papers
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ECONIS (ZBW)
117
EconStor
2
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1
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
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
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
4
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
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
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
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
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
10
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
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