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~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"Volatility"
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Kapitaleinkommen
Time series analysis
Volatility
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatilität
135
Börsenkurs
99
Share price
99
Capital income
90
Risiko
84
Risk
84
South Africa
75
Stock market
75
Theorie
73
Theory
73
Welt
73
World
73
Zeitreihenanalyse
73
Aktienmarkt
72
Forecasting
71
Immobilienpreis
65
Real estate price
65
Inflation
59
Oil price
57
VAR model
57
VAR-Modell
56
Ölpreis
55
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Monetary policy
50
ARCH model
43
ARCH-Modell
43
Cointegration
42
Economic growth
42
Geldpolitik
39
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Undetermined
112
Free
83
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Article
136
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88
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Article in journal
137
Aufsatz in Zeitschrift
137
Arbeitspapier
75
Graue Literatur
75
Non-commercial literature
75
Working Paper
75
Language
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English
222
Undetermined
2
Author
All
Gupta, Rangan
Gil-Alaña, Luis A.
181
Caporale, Guglielmo Maria
150
McAleer, Michael
145
Phillips, Peter C. B.
82
Franses, Philip Hans
72
Tiwari, Aviral Kumar
69
Teräsvirta, Timo
68
Pierdzioch, Christian
65
Bahmani-Oskooee, Mohsen
61
Miller, Stephen M.
60
Wohar, Mark E.
60
Chang, Chia-Lin
58
Pesaran, M. Hashem
56
Timmermann, Allan
56
Hammoudeh, Shawkat
54
Kunst, Robert M.
54
Bouri, Elie
53
Johansen, Søren
53
Ma, Feng
50
Allen, David E.
49
McMillan, David G.
48
Nielsen, Morten Ørregaard
48
Engle, Robert F.
47
Balcilar, Mehmet
45
Lux, Thomas
43
Bollerslev, Tim
42
Granger, C. W. J.
41
Narayan, Paresh Kumar
41
Kapetanios, George
40
Moosa, Imad A.
40
Zaremba, Adam
40
Swanson, Norman R.
39
Harvey, Andrew C.
38
Mills, Terence C.
37
Salisu, Afees A.
37
Shephard, Neil G.
37
Billio, Monica
36
Caporin, Massimiliano
36
Diebold, Francis X.
36
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Institution
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Department of Economics, Faculty of Economic and Management Sciences
2
Published in...
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Department of Economics working paper series
57
Energy economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
16
Working papers / University of Connecticut, Department of Economics
11
International review of economics & finance : IREF
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
5
The journal of real estate finance and economics
5
Computational economics
4
Journal of economics and finance
4
Annals of financial economics
3
Applied financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economics and Business Letters : EBL
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global Research Unit working paper
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Applied Economics, 52(10) 2020
1
CREATES research paper
1
Cardiff economics working papers
1
Econometric Institute research papers
1
Economic modelling
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
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
International economics and economic policy : IEEP
1
International journal of production economics
1
Journal of applied economics
1
Journal of international commerce, economics and policy
1
Research in international business and finance
1
Studies in economics and finance
1
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Source
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ECONIS (ZBW)
222
RePEc
2
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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
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:
9
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:
10
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:
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