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~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Volatilität"
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ARCH model
Volatilität
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatility
138
Börsenkurs
99
Share price
99
Capital income
90
Kapitaleinkommen
90
Risiko
84
Risk
84
South Africa
75
Stock market
75
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73
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73
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73
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73
World
73
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73
Aktienmarkt
72
Forecasting
71
Immobilienpreis
65
Real estate price
65
Inflation
59
Oil price
57
VAR model
57
VAR-Modell
56
Ölpreis
55
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Monetary policy
50
ARCH-Modell
43
Cointegration
42
Economic growth
42
Geldpolitik
39
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81
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81
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58
Graue Literatur
58
Non-commercial literature
58
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58
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English
140
Author
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Gupta, Rangan
McAleer, Michael
125
Caporale, Guglielmo Maria
59
Pierdzioch, Christian
59
Chang, Chia-Lin
51
Ma, Feng
48
Bouri, Elie
47
Bahmani-Oskooee, Mohsen
46
Hammoudeh, Shawkat
46
Tiwari, Aviral Kumar
40
Bollerslev, Tim
36
Teräsvirta, Timo
33
Engle, Robert F.
32
Lux, Thomas
32
Spagnolo, Nicola
32
Aizenman, Joshua
31
Mensi, Walid
31
Salisu, Afees A.
31
Caporin, Massimiliano
30
Conrad, Christian
30
Demirer, Rıza
30
Wohar, Mark E.
30
Karanasos, Menelaos
29
Shephard, Neil G.
29
Allen, David E.
28
Gil-Alaña, Luis A.
26
Kang, Sang Hoon
26
Hegerty, Scott W.
25
Balcilar, Mehmet
24
Miller, Stephen M.
24
Asai, Manabu
23
McMillan, David G.
23
Mumtaz, Haroon
23
Wang, Yudong
23
Chiarella, Carl
22
Xuan Vinh Vo
22
Audrino, Francesco
21
Christoffersen, Peter F.
21
Hafner, Christian M.
21
Wei, Yu
21
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Department of Economics working paper series
50
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
Applied economics
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Working papers / University of Connecticut, Department of Economics
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Applied financial economics
1
CREATES research paper
1
Computational economics
1
Econometric Institute research papers
1
Economics working paper
1
Economics, management and financial markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
Journal of applied economics
1
Journal of international commerce, economics and policy
1
Research in international business and finance
1
The journal of real estate finance and economics
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ECONIS (ZBW)
140
Showing
1
-
10
of
140
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date (oldest first)
1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
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
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
5
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
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
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
8
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:
9
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:
10
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:
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