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~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"long memory"
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Aktienmarkt
Kapitaleinkommen
Time series analysis
long memory
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatility
137
Volatilität
135
Börsenkurs
99
Share price
99
Capital income
90
Risiko
84
Risk
84
South Africa
75
Stock market
74
Theorie
73
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World
73
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70
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59
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57
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56
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55
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53
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52
Kausalanalyse
52
Monetary policy
50
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43
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42
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42
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39
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65
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64
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64
Non-commercial literature
64
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English
189
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5
Author
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Gupta, Rangan
Gil-Alaña, Luis A.
186
Caporale, Guglielmo Maria
152
Phillips, Peter C. B.
77
McAleer, Michael
76
Nielsen, Morten Ørregaard
72
Franses, Philip Hans
71
Teräsvirta, Timo
64
Tiwari, Aviral Kumar
64
Johansen, Søren
56
Wohar, Mark E.
55
Miller, Stephen M.
50
Timmermann, Allan
50
Pierdzioch, Christian
49
Pesaran, M. Hashem
47
Kunst, Robert M.
46
Balcilar, Mehmet
43
Allen, David E.
42
Granger, C. W. J.
40
McMillan, David G.
40
Zaremba, Adam
40
Swanson, Norman R.
39
Narayan, Paresh Kumar
38
Lux, Thomas
37
Moosa, Imad A.
37
Engle, Robert F.
36
Harvey, Andrew C.
36
Mills, Terence C.
35
Bollerslev, Tim
34
Chang, Tsangyao
34
Hammoudeh, Shawkat
34
Kapetanios, George
34
Diebold, Francis X.
33
Bouri, Elie
32
Haldrup, Niels
32
Hendry, David F.
32
Jusélius, Katarina
32
Plastun, Alex
31
Robinson, Peter M.
31
Taylor, Robert
31
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Department of Economics, Faculty of Economic and Management Sciences
4
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
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Department of Economics working paper series
49
The North American journal of economics and finance : a journal of financial economics studies
18
Applied economics
16
Energy economics
12
Working papers / University of Connecticut, Department of Economics
9
International review of economics & finance : IREF
8
International journal of finance & economics : IJFE
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
The journal of real estate finance and economics
4
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
Applied economics letters
3
Applied financial economics
3
Computational economics
3
Economics letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Defence and peace economics
2
Economia internazionale
2
Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Applied Economics, 52(10) 2020
1
CREATES research paper
1
Cardiff economics working papers
1
Economic modelling
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
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1
Economics Working Paper
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Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics working paper
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Global Research Unit working paper
1
International journal of production economics
1
Journal of applied economics
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
Studies in economics and finance
1
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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ECONIS (ZBW)
188
RePEc
5
EconStor
1
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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
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
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
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:
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