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~person:"Gupta, Rangan"
~subject:"Schock"
~subject:"Volatilität"
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Schock
Volatilität
Forecasting model
277
Prognoseverfahren
277
Estimation
251
Schätzung
251
Volatility
226
United States
215
USA
213
Börsenkurs
180
Share price
180
Capital income
163
Kapitaleinkommen
163
South Africa
142
Stock market
133
Risiko
132
Risk
132
Aktienmarkt
131
Theorie
131
Theory
131
Welt
125
World
125
Südafrika
116
Time series analysis
112
Zeitreihenanalyse
112
Immobilienpreis
105
Real estate price
105
Inflation
97
VAR model
94
VAR-Modell
93
Forecasting
89
Monetary policy
85
Causality analysis
81
Kausalanalyse
81
Oil price
79
Ölpreis
77
Economic growth
70
Geldpolitik
70
ARCH model
68
ARCH-Modell
68
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Undetermined
156
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Article
184
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82
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182
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182
Arbeitspapier
67
Graue Literatur
67
Non-commercial literature
67
Working Paper
67
Aufsatz im Buch
2
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2
Conference paper
1
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1
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Language
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English
266
Author
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Gupta, Rangan
McAleer, Michael
305
Caporale, Guglielmo Maria
189
Aizenman, Joshua
145
Bollerslev, Tim
145
Pierdzioch, Christian
138
Caballero, Ricardo J.
129
Chang, Chia-Lin
113
Diebold, Francis X.
110
Bouri, Elie
106
Belke, Ansgar
104
Mumtaz, Haroon
104
Spagnolo, Nicola
99
Andersen, Torben
98
Christiano, Lawrence J.
94
Bekaert, Geert
92
Buch, Claudia M.
92
Ma, Feng
90
Hammoudeh, Shawkat
85
Härdle, Wolfgang
84
Pesaran, M. Hashem
84
Koopman, Siem Jan
83
Fernández-Villaverde, Jesús
82
Snower, Dennis J.
82
Kilian, Lutz
78
Engle, Robert F.
76
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Peersman, Gert
74
Castelnuovo, Efrem
73
Devereux, Michael B.
71
Tiwari, Aviral Kumar
71
Wohar, Mark E.
71
Zanetti, Francesco
71
Bordo, Michael D.
70
Arezki, Rabah
69
Herwartz, Helmut
69
Kočenda, Evžen
69
Pistaferri, Luigi
69
McMillan, David G.
68
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Department of Economics working paper series
55
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
9
International review of economics & finance : IREF
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
Economics letters
5
Emerging markets, finance and trade : EMFT
5
Research in international business and finance
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Applied economics
4
Defence and peace economics
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
The European journal of finance
4
Annals of financial economics
3
Economia internazionale
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Financial innovation : FIN
3
Finmap working paper
3
Journal of economics and finance
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
Working papers / University of Connecticut, Department of Economics
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics and economic policy : IEEP
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economic studies
2
Journal of financial markets
2
Journal of macroeconomics
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied econometrics and international development
1
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ECONIS (ZBW)
266
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1
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:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
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:
4
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:
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
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:
7
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
8
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:
9
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:
10
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:
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