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~language:"eng"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"Share price"
~subject:"Time series analysis"
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ARCH-Modell
Share price
Time series analysis
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatility
135
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135
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52
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Gupta, Rangan
Gil-Alaña, Luis A.
186
Caporale, Guglielmo Maria
157
McAleer, Michael
112
Phillips, Peter C. B.
83
Teräsvirta, Timo
82
Franses, Philip Hans
73
Allen, David E.
59
Tiwari, Aviral Kumar
57
Johansen, Søren
53
Kunst, Robert M.
50
Nielsen, Morten Ørregaard
49
Miller, Stephen M.
48
Narayan, Paresh Kumar
48
Pesaran, M. Hashem
46
Timmermann, Allan
46
Engle, Robert F.
45
Ma, Feng
43
Wohar, Mark E.
43
Lux, Thomas
42
Chang, Chia-Lin
40
Granger, C. W. J.
40
Pierdzioch, Christian
40
Harvey, Andrew C.
38
Swanson, Norman R.
37
Balcilar, Mehmet
36
McMillan, David G.
36
Moosa, Imad A.
36
Kapetanios, George
35
Bouri, Elie
33
Conrad, Christian
33
Hendry, David F.
33
Chang, Tsangyao
32
Jusélius, Katarina
32
Serletis, Apostolos
32
Shephard, Neil G.
32
Bohl, Martin T.
31
Plastun, Alex
31
Taylor, Robert
31
Billio, Monica
30
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Department of Economics working paper series
46
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
14
Energy economics
13
Working papers / University of Connecticut, Department of Economics
12
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Computational economics
3
Defence and peace economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
The journal of real estate finance and economics
3
Applied economics letters
2
Applied financial economics
2
Economia internazionale
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
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2
Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economics and finance
2
Annals of financial economics
1
Applied Economics, 52(10) 2020
1
CREATES research paper
1
Cardiff economics working papers
1
Economic modelling
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Empirica : journal of european economics
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1
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International journal of production economics
1
Journal of applied economics
1
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1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
Studies in economics and finance
1
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
1
University of Pretoria Department of Economics Working Paper Series (2019)
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ECONIS (ZBW)
175
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
3
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
4
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:
5
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
6
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
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:
8
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
9
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:
10
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:
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