//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
~type_genre:"Research Report"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecasting model
246
Prognoseverfahren
246
Estimation
234
Schätzung
234
Volatility
210
Volatilität
209
USA
178
United States
178
Börsenkurs
159
Share price
159
Capital income
149
Kapitaleinkommen
149
Risiko
122
Risk
122
Stock market
121
Aktienmarkt
120
Theorie
119
Theory
119
Welt
115
World
115
South Africa
106
Südafrika
106
Time series analysis
101
Zeitreihenanalyse
101
Immobilienpreis
89
Real estate price
89
VAR model
89
VAR-Modell
89
Causality analysis
74
Kausalanalyse
74
Inflation
70
Oil price
70
Ölpreis
70
ARCH model
65
Monetary policy
65
Geldpolitik
64
Schock
61
Shock
61
Economic growth
57
more ...
less ...
Online availability
All
Undetermined
35
Free
26
Type of publication
All
Article
41
Book / Working Paper
24
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Research Report
Aufsatz in Zeitschrift
41
Arbeitspapier
24
Graue Literatur
24
Working Paper
24
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
Author
All
Gupta, Rangan
McAleer, Michael
177
Chang, Chia-Lin
65
Ma, Feng
60
Hafner, Christian M.
53
Bauwens, Luc
45
Teräsvirta, Timo
45
Caporale, Guglielmo Maria
41
Bouri, Elie
37
Caporin, Massimiliano
37
Engle, Robert F.
36
Francq, Christian
36
Rombouts, Jeroen V. K.
36
Paolella, Marc S.
33
Zakoïan, Jean-Michel
32
Herwartz, Helmut
31
Karanasos, Menelaos
31
Kumar, Dilip
31
Asai, Manabu
30
Laurent, Sébastien
30
Serletis, Apostolos
30
Zhang, Yaojie
30
Linton, Oliver
29
McMillan, David G.
28
Conrad, Christian
26
Hammoudeh, Shawkat
26
Kang, Sang Hoon
26
Tiwari, Aviral Kumar
26
Hamori, Shigeyuki
24
Rahbek, Anders
24
Saikkonen, Pentti
24
Wang, Yudong
24
Degiannakis, Stavros
23
Silvennoinen, Annastiina
23
Wei, Yu
23
Yoon, Seong-min
23
Allen, David E.
22
Mittnik, Stefan
22
Nguyen, Duc Khuong
22
Spagnolo, Nicola
22
more ...
less ...
Published in...
All
Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
4
Finmap working paper
3
Research in international business and finance
3
Defence and peace economics
2
Economic modelling
2
Economics letters
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
Journal of multinational financial management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Economic systems
1
Economics and Business Letters : EBL
1
Economics working paper
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
Global Research Unit working paper
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
5
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:
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
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:
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
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->