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~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~subject:"long memory"
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Aktienmarkt
Kapitaleinkommen
Volatilität
long memory
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatility
137
Börsenkurs
99
Share price
99
Capital income
90
Risiko
84
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84
South Africa
75
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74
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52
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52
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68
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67
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67
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English
193
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Gupta, Rangan
Caporale, Guglielmo Maria
115
McAleer, Michael
108
Pierdzioch, Christian
79
Gil-Alaña, Luis A.
74
Wohar, Mark E.
62
Tiwari, Aviral Kumar
60
Hammoudeh, Shawkat
55
Bouri, Elie
53
Ma, Feng
49
McMillan, David G.
47
Bahmani-Oskooee, Mohsen
46
Bollerslev, Tim
46
Chang, Chia-Lin
45
Lux, Thomas
45
Balcilar, Mehmet
44
Nielsen, Morten Ørregaard
44
Miller, Stephen M.
43
Allen, David E.
41
Timmermann, Allan
41
Zaremba, Adam
41
Salisu, Afees A.
38
Demirer, Rıza
37
Spagnolo, Nicola
35
Bohl, Martin T.
34
Diebold, Francis X.
34
Mensi, Walid
33
Caporin, Massimiliano
32
Kang, Sang Hoon
32
Lucey, Brian M.
32
Aizenman, Joshua
31
Apergēs, Nikolaos
31
Xuan Vinh Vo
31
Fabozzi, Frank J.
30
Jawadi, Fredj
30
Plastun, Alex
30
Engle, Robert F.
29
Pesaran, M. Hashem
29
Baum, Christopher F.
28
Narayan, Paresh Kumar
28
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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
56
The North American journal of economics and finance : a journal of financial economics studies
20
Energy economics
16
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics
7
International journal of finance & economics : IJFE
6
Applied economics letters
5
Economics letters
5
Journal of economics and finance
5
Working papers / University of Connecticut, Department of Economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
The journal of real estate finance and economics
4
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
Annals of financial economics
3
Applied financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economics and Business Letters : EBL
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global Research Unit working paper
2
CREATES research paper
1
Computational economics
1
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1
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1
Economics, management and financial markets
1
Empirica : journal of european economics
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
Research paper series / Swiss Finance Institute
1
Studies in economics and finance
1
University of Pretoria, Department of Economics Working Paper Series
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ECONIS (ZBW)
192
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
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
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:
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
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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