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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
~subject:"Südafrika"
~type_genre:"Article in journal"
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Kapitaleinkommen
Südafrika
Forecasting model
194
Prognoseverfahren
194
Estimation
178
Schätzung
178
Volatility
159
Volatilität
159
USA
129
United States
129
Capital income
126
Börsenkurs
122
Share price
122
South Africa
103
Risiko
95
Risk
95
Theorie
95
Theory
95
Aktienmarkt
92
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92
Welt
83
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83
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80
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75
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75
Immobilienpreis
70
Real estate price
70
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62
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62
Oil price
61
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61
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54
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54
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53
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49
Shock
49
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46
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46
ARCH model
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219
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219
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39
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38
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1
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English
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Gupta, Rangan
Zaremba, Adam
99
McMillan, David G.
71
Narayan, Paresh Kumar
61
Wohar, Mark E.
60
Balcilar, Mehmet
48
Bouri, Elie
48
Faff, Robert W.
47
Fedderke, Johannes W.
46
Cakici, Nusret
42
Bali, Turan G.
41
Ma, Feng
41
Tiwari, Aviral Kumar
39
Gil-Alaña, Luis A.
38
Wang, Yudong
38
Fletcher, Jonathan
37
Muzindutsi, Paul-Francois
37
Odhiambo, Nicholas M.
37
Pierdzioch, Christian
37
Urban, Boris
37
Demirer, Rıza
36
Phiri, Andrew
36
Brooks, Robert
35
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Zhang, Wei
34
Saayman, Melville
33
Caporale, Guglielmo Maria
32
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Zhang, Yaojie
30
Zhou, Guofu
30
Ryu, Doojin
29
Timmermann, Allan
29
Rogerson, Christian M.
28
Xuan Vinh Vo
28
Guidolin, Massimo
27
Lee, Bong-soo
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
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Finance research letters
16
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
10
Energy economics
10
Research in international business and finance
9
Economic modelling
8
The South African journal of economics
8
International review of economics & finance : IREF
6
Journal of forecasting
6
Journal of real estate literature : a publication of the American Real Estate Society
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
The European journal of finance
5
The journal of developing areas
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of multinational financial management
4
Defence and peace economics
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
International business and economics research journal
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of real estate finance and economics
3
Applied econometrics and international development
2
Applied economics letters
2
Applied financial economics
2
Economic systems
2
Economics and Business Letters : EBL
2
Economics letters
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of economic policy in emerging economies
2
International journal of forecasting
2
Journal of business economics and management
2
Journal of economic studies
2
Journal of emerging market finance
2
Journal of financial markets
2
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ECONIS (ZBW)
219
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1
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10
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219
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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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
4
Price effects after one-day abnormal returns and crises in the stock markets
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Ji, Qiang
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015053315
Saved in:
5
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
6
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
7
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
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
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
10
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
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