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~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Forecasting model
172
Prognoseverfahren
172
Estimation
153
Schätzung
153
United States
146
Volatilität
146
USA
144
Börsenkurs
104
Share price
104
Capital income
97
Risiko
91
Risk
91
Welt
80
World
80
South Africa
77
Stock market
77
Forecasting
76
Theorie
76
Theory
76
Aktienmarkt
75
Time series analysis
75
Zeitreihenanalyse
75
Immobilienpreis
65
Real estate price
65
Inflation
59
Oil price
59
VAR model
58
VAR-Modell
57
Ölpreis
57
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Monetary policy
50
ARCH model
49
ARCH-Modell
49
Cointegration
42
Economic growth
42
Geldpolitik
39
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Online availability
All
Undetermined
94
Free
71
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Article
107
Book / Working Paper
76
Type of publication (narrower categories)
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Article in journal
107
Aufsatz in Zeitschrift
107
Arbeitspapier
69
Graue Literatur
69
Non-commercial literature
69
Working Paper
69
Language
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English
181
Undetermined
2
Author
All
Gupta, Rangan
McAleer, Michael
110
Caporale, Guglielmo Maria
81
Pierdzioch, Christian
63
Bouri, Elie
55
Tiwari, Aviral Kumar
55
Hammoudeh, Shawkat
54
Wohar, Mark E.
53
Chang, Chia-Lin
51
Ma, Feng
51
Bahmani-Oskooee, Mohsen
46
McMillan, David G.
44
Lux, Thomas
42
Bollerslev, Tim
40
Gil-Alaña, Luis A.
40
Salisu, Afees A.
40
Timmermann, Allan
40
Zaremba, Adam
39
Allen, David E.
35
Demirer, Rıza
35
Miller, Stephen M.
35
Mensi, Walid
34
Balcilar, Mehmet
32
Apergēs, Nikolaos
29
Engle, Robert F.
29
Kang, Sang Hoon
29
Spagnolo, Nicola
29
Caporin, Massimiliano
28
Diebold, Francis X.
28
Pesaran, M. Hashem
28
Wang, Yudong
28
Plastun, Alex
27
Xuan Vinh Vo
27
Bohl, Martin T.
26
Hegerty, Scott W.
26
Narayan, Paresh Kumar
26
Chiarella, Carl
25
Yin, Libo
25
Fabozzi, Frank J.
24
Hamori, Shigeyuki
24
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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
61
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
International review of economics & finance : IREF
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics
5
Applied economics letters
5
Economics letters
5
International journal of finance & economics : IJFE
5
Journal of economics and finance
4
The journal of real estate finance and economics
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
Working papers / University of Connecticut, Department of Economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global Research Unit working paper
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
CREATES research paper
1
Computational economics
1
Econometric Institute research papers
1
Economics working paper
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
Studies in economics and finance
1
The quarterly review of economics and finance
1
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ECONIS (ZBW)
181
RePEc
2
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1
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183
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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
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
3
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
9
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:
10
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
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