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~person:"Andersen, Torben G."
~person:"Gupta, Rangan"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Search: subject:"Volatility"
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Prognoseverfahren
Schätzung
Volatility
266
Volatilität
264
Forecasting model
114
Capital income
108
Kapitaleinkommen
108
Börsenkurs
103
Share price
103
Estimation
93
Aktienmarkt
80
Stock market
78
Risiko
74
Risk
74
Welt
74
World
74
ARCH model
63
ARCH-Modell
63
USA
54
United States
52
Theorie
49
Theory
49
Oil price
45
Ölpreis
45
Time series analysis
37
Zeitreihenanalyse
37
Forecasting
34
realized volatility
25
Forecast
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Prognose
24
Schock
23
Shock
23
Realized volatility
22
VAR model
22
VAR-Modell
22
forecasting
21
Exchange rate
19
Spillover effect
19
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Undetermined
86
Free
66
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Article
95
Book / Working Paper
63
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Article in journal
93
Aufsatz in Zeitschrift
93
Arbeitspapier
44
Graue Literatur
44
Non-commercial literature
44
Working Paper
44
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
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Language
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English
158
Author
All
Andersen, Torben G.
Gupta, Rangan
McAleer, Michael
107
Ma, Feng
81
Pierdzioch, Christian
78
Bollerslev, Tim
72
Caporale, Guglielmo Maria
56
Diebold, Francis X.
52
Hautsch, Nikolaus
46
Bouri, Elie
45
Caporin, Massimiliano
38
Zhang, Yaojie
38
Asai, Manabu
37
Andersen, Torben
36
Koopman, Siem Jan
35
Lux, Thomas
35
McMillan, David G.
34
Todorov, Viktor
34
Wang, Yudong
34
Wei, Yu
34
Bahmani-Oskooee, Mohsen
33
Clark, Todd E.
33
Clements, Adam
33
Engle, Robert F.
33
Härdle, Wolfgang
32
Liang, Chao
32
Belke, Ansgar
31
Christoffersen, Peter F.
30
Buch, Claudia M.
29
Salisu, Afees A.
28
Wohar, Mark E.
28
Chan, Joshua
27
Gil-Alaña, Luis A.
27
Herwartz, Helmut
27
Medeiros, Marcelo C.
27
Chang, Chia-Lin
26
Conrad, Christian
26
Döpke, Jörg
26
Kumar, Dilip
26
Degiannakis, Stavros
25
Gallo, Giampiero M.
25
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National Bureau of Economic Research
7
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All
Department of Economics working paper series
37
The North American journal of economics and finance : a journal of financial economics studies
8
NBER working paper series
7
Energy economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of forecasting
4
NBER Working Paper
4
Research in international business and finance
4
Annals of financial economics
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Finance research letters
3
Finmap working paper
3
International review of economics & finance : IREF
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied economics letters
2
Economics and Business Letters : EBL
2
Economics letters
2
Financial innovation : FIN
2
Global Research Unit working paper
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of financial markets
2
Journal of multinational financial management
2
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CREATES Research Paper
1
Defence and peace economics
1
Economics working paper
1
Economics, management and financial markets
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
Handbook of economic forecasting ; 1
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
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ECONIS (ZBW)
158
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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
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:
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
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
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
6
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
7
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:
8
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:
9
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:
10
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
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