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~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"VAR-Modell"
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ARCH model
VAR-Modell
Forecasting model
277
Prognoseverfahren
277
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Volatility
227
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224
United States
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Gupta, Rangan
McAleer, Michael
223
Lütkepohl, Helmut
160
Pesaran, M. Hashem
121
Mumtaz, Haroon
101
Marcellino, Massimiliano
99
Kilian, Lutz
89
Chang, Chia-Lin
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Castelnuovo, Efrem
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Huber, Florian
74
Carriero, Andrea
73
Saikkonen, Pentti
73
Clark, Todd E.
68
Teräsvirta, Timo
68
Chudik, Alexander
66
Caggiano, Giovanni
65
Engle, Robert F.
65
Herwartz, Helmut
65
Bauwens, Luc
63
Giannone, Domenico
63
Schorfheide, Frank
63
Ma, Feng
61
Hafner, Christian M.
60
Theodoridis, Konstantinos
60
Österholm, Pär
57
Nielsen, Morten Ørregaard
55
Benati, Luca
53
Kapetanios, George
53
Caporin, Massimiliano
52
Rahbek, Anders
52
Fève, Patrick
51
Lanne, Markku
49
Korobilis, Dimitris
48
Jusélius, Katarina
47
Kim, So-yŏng
47
Serletis, Apostolos
47
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Department of Economics working paper series
26
Energy economics
8
Economic modelling
6
Applied economics
5
Economics letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Defence and peace economics
4
International review of economics & finance : IREF
4
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Journal of multinational financial management
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3
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Emerging markets review
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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International journal of forecasting
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International review of financial analysis
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
157
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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
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
5
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:
6
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:
7
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
8
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:
9
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:
10
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
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