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~person:"Andersen, Torben G."
~person:"Gupta, Rangan"
~subject:"Nonparametric statistics"
~subject:"USA"
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Nonparametric statistics
USA
Volatility
267
Volatilität
264
Forecasting model
114
Prognoseverfahren
114
Capital income
108
Kapitaleinkommen
108
Börsenkurs
103
Share price
103
Estimation
93
Schätzung
93
Aktienmarkt
80
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79
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74
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74
Welt
74
World
74
ARCH model
63
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63
United States
52
Theorie
49
Theory
49
Oil price
45
Ölpreis
45
Time series analysis
37
Zeitreihenanalyse
37
Forecasting
36
realized volatility
25
Forecast
24
Nichtparametrisches Verfahren
24
Prognose
24
Realized volatility
23
Schock
23
Shock
23
VAR model
22
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22
forecasting
21
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19
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19
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54
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13
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11
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English
74
Author
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Andersen, Torben G.
Gupta, Rangan
McAleer, Michael
54
Bollerslev, Tim
44
Bahmani-Oskooee, Mohsen
33
Diebold, Francis X.
30
Andersen, Torben
28
Davis, Steven J.
27
Haltiwanger, John C.
27
Hautsch, Nikolaus
23
Balcilar, Mehmet
22
Caporale, Guglielmo Maria
22
Härdle, Wolfgang
22
Chang, Chia-Lin
21
Moffitt, Robert A.
20
Pierdzioch, Christian
20
Todorov, Viktor
20
Wohar, Mark E.
20
Asai, Manabu
19
Hammoudeh, Shawkat
18
Lane, Julia
18
Bali, Turan G.
17
Fallick, Bruce
17
McEntarfer, Erika
17
Bouri, Elie
15
Castelnuovo, Efrem
15
Faberman, R. Jason
15
Fernández-Villaverde, Jesús
15
Hegerty, Scott W.
15
Linton, Oliver
15
Bekaert, Geert
14
Ferrie, Joseph P.
14
Maheu, John M.
14
Bartram, Söhnke M.
13
Caggiano, Giovanni
13
Engle, Robert F.
13
Fleming, Jeff
13
Jaimovich, Nir
13
Koopman, Siem Jan
13
Lanne, Markku
13
Neumark, David
13
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The North American journal of economics and finance : a journal of financial economics studies
9
Department of Economics working paper series
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Energy economics
3
NBER Working Paper
3
Research in international business and finance
3
Annals of financial economics
2
CFS Working Paper
2
Economics letters
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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2
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2
NBER working paper series
2
The European journal of finance
2
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2
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1
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Handbook of real estate and macroeconomics
1
International economics and economic policy : IEEP
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1
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ECONIS (ZBW)
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31
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
32
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
33
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
34
The effect of macroeconomic uncertainty on housing returns and
volatility
: evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
- In:
Handbook of real estate and macroeconomics
,
(pp. 206-238)
.
2022
Persistent link: https://www.econbiz.de/10013350242
Saved in:
35
The impact of jumps and leverage in forecasting the co-
volatility
of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
36
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
37
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
38
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
39
Does partisan conflict predict a reduction in US stock market (realized)
volatility
? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
40
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
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