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~person:"Gupta, Rangan"
~subject:"Risiko"
~subject:"Zeitreihenanalyse"
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Risiko
Zeitreihenanalyse
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
Kapitaleinkommen
90
Risk
84
South Africa
75
Stock market
74
Theorie
73
Theory
73
Time series analysis
73
Welt
73
World
73
Aktienmarkt
72
Forecasting
70
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
71
Free
59
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Article
93
Book / Working Paper
57
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Article in journal
95
Aufsatz in Zeitschrift
95
Arbeitspapier
47
Graue Literatur
47
Non-commercial literature
47
Working Paper
47
Language
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English
150
Author
All
Gupta, Rangan
Gil-Alaña, Luis A.
169
Caporale, Guglielmo Maria
97
Phillips, Peter C. B.
76
Franses, Philip Hans
72
McAleer, Michael
64
Teräsvirta, Timo
61
Kunst, Robert M.
60
Johansen, Søren
56
Swanson, Norman R.
47
Nielsen, Morten Ørregaard
45
Kapetanios, George
42
Tiwari, Aviral Kumar
40
Viscusi, W. Kip
37
Balcilar, Mehmet
36
Granger, C. W. J.
36
Harvey, Andrew C.
36
Pesaran, M. Hashem
35
Engle, Robert F.
33
Gollier, Christian
33
Hendry, David F.
33
Jusélius, Katarina
33
Marcellino, Massimiliano
32
Bahmani-Oskooee, Mohsen
31
Broll, Udo
31
Lux, Thomas
31
Miller, Stephen M.
31
Taylor, Robert
31
Mills, Terence C.
30
Moosa, Imad A.
30
Timmermann, Allan
30
Barnett, William A.
28
Billio, Monica
28
Haldrup, Niels
28
Hassler, Uwe
28
Koop, Gary
28
Chichilnisky, Graciela
27
Nielsen, Bent
27
Wohar, Mark E.
27
Brady, Michael Emmett
26
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Department of Economics working paper series
32
Applied economics
13
Energy economics
10
Working papers / University of Connecticut, Department of Economics
9
Economics letters
8
Annals of financial economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
4
Computational economics
3
Economia internazionale
3
Applied financial economics
2
Defence and peace economics
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
The journal of real estate finance and economics
2
Tourism economics : the business and finance of tourism and recreation
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
Applied Economics, 52(10) 2020
1
CREATES research paper
1
Cardiff economics working papers
1
Economic modelling
1
Economics working paper
1
Economics, management and financial markets
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Frontiers in Finance and Economics
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 production economics
1
Journal of applied economics
1
Journal of economics and finance
1
Research in international business and finance
1
Wine Economics and Policy
1
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ECONIS (ZBW)
150
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150
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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
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
4
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:
5
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
6
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:
7
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:
8
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
9
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:
10
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
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