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~person:"Gupta, Rangan"
~person:"Hassler, Uwe"
~subject:"United States"
~subject:"Volatility"
~subject:"long memory"
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United States
Volatility
long memory
Forecasting model
172
Prognoseverfahren
172
Schätzung
164
Estimation
163
USA
147
Volatilität
146
Theorie
104
Zeitreihenanalyse
104
Börsenkurs
103
Share price
103
Time series analysis
101
Theory
100
Capital income
98
Kapitaleinkommen
98
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92
Risk
92
Welt
81
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77
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77
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76
Aktienmarkt
75
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65
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58
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53
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53
Südafrika
53
Cointegration
52
Monetary policy
52
ARCH model
50
ARCH-Modell
50
Kointegration
47
Economic growth
42
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Free
130
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140
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135
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112
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109
Graue Literatur
109
Non-commercial literature
109
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English
267
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Author
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Gupta, Rangan
Hassler, Uwe
McAleer, Michael
135
Gil-Alaña, Luis A.
122
Caporale, Guglielmo Maria
120
Cebula, Richard J.
107
Bahmani-Oskooee, Mohsen
102
Miller, Stephen M.
86
Wolff, Edward N.
80
Glaeser, Edward L.
75
Viscusi, W. Kip
74
Pierdzioch, Christian
73
Autor, David H.
71
Stulz, René M.
69
Hammoudeh, Shawkat
65
Kaiser, Harry M.
64
Neumark, David
64
Chiswick, Barry R.
62
Heckman, James J.
62
Wohar, Mark E.
62
List, John A.
61
Chavas, Jean-Paul
60
Bouri, Elie
59
Goodwin, Barry K.
58
Krueger, Alan B.
58
Tiwari, Aviral Kumar
58
Mishra, Ashok K.
57
Siegfried, John J.
56
Wise, David A.
56
Bebchuk, Lucian A.
55
Card, David E.
55
Balcilar, Mehmet
54
Chang, Chia-Lin
54
Baum, Christopher F.
53
Gruber, Jonathan
53
Hanson, Gordon H.
53
Redding, Stephen
53
Acemoglu, Daron
52
Fairlie, Robert W.
52
Payne, James E.
52
Schott, Peter K.
52
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Department of Economics, Faculty of Economic and Management Sciences
6
Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
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Department of Economics working paper series
76
Working papers / University of Connecticut, Department of Economics
22
The North American journal of economics and finance : a journal of financial economics studies
18
Applied economics
14
Energy economics
14
International review of economics & finance : IREF
11
Applied economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The journal of real estate finance and economics
6
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Annals of financial economics
5
Defence and peace economics
4
International journal of finance & economics : IJFE
4
Economia internazionale
3
Economics and Business Letters : EBL
3
Global Research Unit working paper
3
Journal of economics and finance
3
Applied financial economics
2
Computational economics
2
Darmstadt Discussion Papers in Economics
2
Economics : the open-access, open-assessment e-journal
2
Economics : the open-access, open-assessment journal
2
Economics, management and financial markets
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
CREATES research paper
1
Cardiff economics working papers
1
Darmstadt discussion papers in economics : applied research in economics
1
Econometric Institute research papers
1
Economics Discussion Papers
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics and finance working paper series
1
Economics working paper
1
Economics: The Open-Access, Open-Assessment E-Journal
1
Empirica : journal of european economics
1
Empirical Economics, Forthcoming
1
International business and economics research journal
1
International economics and economic policy : IEEP
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ECONIS (ZBW)
263
RePEc
8
EconStor
4
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41
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50
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275
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41
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:
42
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012939919
Saved in:
43
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
44
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
Saved in:
45
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
46
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
47
Inflation-inequality puzzle : is it still apparent?
Berisha, Edmond
;
Gharehgozli, Orkideh
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012803666
Saved in:
48
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012803668
Saved in:
49
Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
; …
-
2022
Persistent link: https://www.econbiz.de/10013253752
Saved in:
50
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
Saved in:
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