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~person:"Gupta, Rangan"
~subject:"Estimation"
~subject:"Schätzung"
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Search: subject:"VOLATILITY"
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Estimation
Schätzung
Volatility
243
Volatilität
240
Forecasting model
120
Prognoseverfahren
120
Börsenkurs
102
Share price
102
Capital income
99
Kapitaleinkommen
99
Aktienmarkt
81
Stock market
81
Risiko
78
Risk
78
Welt
78
World
78
ARCH model
68
ARCH-Modell
68
USA
51
United States
51
Oil price
49
Ölpreis
49
Forecasting
35
Time series analysis
32
Zeitreihenanalyse
32
Theorie
31
Theory
31
Forecast
24
Prognose
24
Schock
23
Shock
23
VAR model
22
VAR-Modell
22
forecasting
21
Climate change
20
Klimawandel
20
Realized volatility
20
Spillover effect
20
Spillover-Effekt
20
Nichtparametrisches Verfahren
19
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Undetermined
55
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24
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Article
62
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22
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Article in journal
61
Aufsatz in Zeitschrift
61
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21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
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Language
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English
84
Author
All
Gupta, Rangan
McAleer, Michael
90
Pierdzioch, Christian
59
Caporale, Guglielmo Maria
56
Bollerslev, Tim
44
Hautsch, Nikolaus
42
Todorov, Viktor
35
Asai, Manabu
33
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Bouri, Elie
30
Buch, Claudia M.
29
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Herwartz, Helmut
27
Caporin, Massimiliano
26
Döpke, Jörg
26
Ma, Feng
26
Chang, Chia-Lin
25
Koopman, Siem Jan
25
Engle, Robert F.
24
Wohar, Mark E.
24
Andersen, Torben
22
Cheung, Yin-Wong
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Bender, Stefan
19
Spagnolo, Nicola
19
Bachmann, Ronald
18
Chan, Joshua
18
Conrad, Christian
18
Diebold, Francis X.
18
Hafner, Christian M.
18
Lettau, Martin
18
Mensi, Walid
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
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Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Research in international business and finance
3
Applied economics letters
2
Economic modelling
2
Economics and Business Letters : EBL
2
Economics letters
2
Energy economics
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
The European journal of finance
2
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finmap working paper
1
Global Research Unit working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Open economies review
1
Structural change and economic dynamics : SC+ED
1
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ECONIS (ZBW)
84
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1
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84
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1
Forecasting gold returns
volatility
over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
2
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
3
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
4
Stock market
volatility
and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
5
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
6
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:
7
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:
8
Forecasting the conditional distribution of realized
volatility
of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
Bitcoin prices and the realized
volatility
of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
10
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
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