//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov process"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatilität
Markov chain
27
Markov-Kette
27
Estimation
18
Schätzung
18
Forecasting model
15
Prognoseverfahren
15
Time series analysis
13
Zeitreihenanalyse
13
Volatility
11
Börsenkurs
9
Share price
9
Aktienmarkt
8
Geldpolitik
8
Monetary policy
8
Stock market
8
USA
8
United States
8
Risiko
7
Risk
7
South Africa
6
Südafrika
6
VAR model
6
VAR-Modell
6
ARCH-Modell
5
Business cycle
5
Frühindikator
5
Konjunktur
5
Leading indicator
5
Welt
5
World
5
Bayes-Statistik
4
Bayesian inference
4
Capital income
4
Climate change
4
Cointegration
4
Forecasting
4
Kapitaleinkommen
4
Klimawandel
4
more ...
less ...
Online availability
All
Undetermined
6
Free
4
Type of publication
All
Article
9
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
12
Author
All
Gupta, Rangan
Bauwens, Luc
16
Chiarella, Carl
13
Meitz, Mika
13
Saikkonen, Pentti
13
Lux, Thomas
11
Lütkepohl, Helmut
11
Dufays, Arnaud
10
Elliott, Robert J.
10
Siu, Tak Kuen
10
Nguyen, Duy
9
Otranto, Edoardo
9
Billio, Monica
8
Casarin, Roberto
8
Ma, Feng
8
Chang, Kuang-Liang
7
Chen, Cathy W. S.
7
Cui, Zhenyu
7
Forbes, Catherine Scipione
7
Kang, Boda
7
Lee, Hsiang-Tai
7
Martin, Gael M.
7
Omori, Yasuhiro
7
Rodriguez, Gabriel
7
Rombouts, Jeroen V. K.
7
Serletis, Apostolos
7
Xu, Libo
7
Asai, Manabu
6
Augustyniak, Maciej
6
Balcilar, Mehmet
6
Chevallier, Julien
6
Gallo, Giampiero M.
6
Haas, Markus
6
Hammoudeh, Shawkat
6
Maheu, John M.
6
Maneesoonthorn, Worapree
6
So, Mike Ka-pui
6
Velinov, Anton
6
Amisano, Gianni
5
Ardia, David
5
more ...
less ...
Published in...
All
Department of Economics working paper series
3
Energy economics
2
Economic modelling
1
Economics, management and financial markets
1
Emerging markets review
1
International journal of forecasting
1
Journal of emerging market finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
2
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:
3
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:
4
Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
Saved in:
5
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
6
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
7
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
8
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
9
Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
- In:
Economics, management and financial markets
7
(
2012
)
4
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
Saved in:
10
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->