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~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
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ARCH-Modell
Time series analysis
Forecasting model
277
Prognoseverfahren
277
Estimation
251
Schätzung
251
Volatility
227
Volatilität
224
United States
215
USA
213
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163
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81
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Gupta, Rangan
Gil-Alaña, Luis A.
337
Caporale, Guglielmo Maria
307
McAleer, Michael
298
Phillips, Peter C. B.
237
Koopman, Siem Jan
225
Franses, Philip Hans
223
Teräsvirta, Timo
159
Gao, Jiti
134
Engle, Robert F.
126
Lütkepohl, Helmut
118
Kapetanios, George
110
Pesaran, M. Hashem
109
Bauwens, Luc
105
Sibbertsen, Philipp
105
Chang, Chia-Lin
103
Harvey, Andrew C.
100
Koop, Gary
99
Härdle, Wolfgang
92
Hafner, Christian M.
90
Watson, Mark W.
89
Dijk, Herman K. van
88
Hyndman, Rob J.
88
Taylor, Robert
88
Linton, Oliver
87
Lucas, André
86
Stock, James H.
86
Marcellino, Massimiliano
83
Perron, Pierre
83
Johansen, Søren
82
Hendry, David F.
81
Herwartz, Helmut
81
Saikkonen, Pentti
79
Diebold, Francis X.
77
Kunst, Robert M.
77
Dijk, Dick van
76
Swanson, Norman R.
76
Granger, C. W. J.
75
Proietti, Tommaso
75
Mills, Terence C.
72
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Department of Economics working paper series
23
Applied economics
13
Energy economics
9
Working papers / University of Connecticut, Department of Economics
8
The North American journal of economics and finance : a journal of financial economics studies
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of forecasting
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Computational economics
3
Economic modelling
3
Economics letters
3
Finance research letters
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Research in international business and finance
3
The journal of real estate finance and economics
3
Applied economics letters
2
Applied financial economics
2
Defence and peace economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of multinational financial management
2
The journal of developing areas
2
The journal of international trade & economic development
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied Economics, 52(10) 2020
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo working papers
1
Cardiff economics working papers
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economia internazionale
1
Economic systems
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Economics / Discussion papers : the open-access, open-assessment e-journal
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ECONIS (ZBW)
165
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165
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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
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:
5
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:
6
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:
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
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:
9
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
10
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:
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