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~person:"Gupta, Rangan"
~subject:"Schock"
~subject:"Volatility"
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Schock
Volatility
Forecasting model
294
Prognoseverfahren
294
Estimation
258
Schätzung
258
Volatilität
240
United States
224
USA
222
Börsenkurs
188
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188
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175
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175
South Africa
144
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142
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142
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139
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137
Theorie
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134
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134
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116
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115
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108
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99
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98
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96
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95
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86
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84
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82
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81
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81
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77
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77
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70
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English
284
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Gupta, Rangan
McAleer, Michael
332
Caporale, Guglielmo Maria
184
Bollerslev, Tim
144
Aizenman, Joshua
136
Pierdzioch, Christian
133
Caballero, Ricardo J.
127
Chang, Chia-Lin
127
Bouri, Elie
117
Diebold, Francis X.
108
Mumtaz, Haroon
104
Belke, Ansgar
99
Andersen, Torben
98
Ma, Feng
95
Christiano, Lawrence J.
93
Spagnolo, Nicola
93
Bekaert, Geert
91
Hammoudeh, Shawkat
91
Fernández-Villaverde, Jesús
87
Pesaran, M. Hashem
83
Koopman, Siem Jan
82
Snower, Dennis J.
82
Kilian, Lutz
81
Engle, Robert F.
79
Tiwari, Aviral Kumar
79
Peersman, Gert
78
Buch, Claudia M.
77
Zanetti, Francesco
77
Castelnuovo, Efrem
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
Kočenda, Evžen
73
Narayan, Paresh Kumar
73
Wohar, Mark E.
73
Bordo, Michael D.
71
Caporin, Massimiliano
70
Devereux, Michael B.
70
Pistaferri, Luigi
70
Todorov, Viktor
70
Herwartz, Helmut
69
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Department of Economics, Faculty of Economic and Management Sciences
2
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Department of Economics working paper series
64
Energy economics
16
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
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
Research in international business and finance
6
Economics letters
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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
International review of financial analysis
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
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
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ECONIS (ZBW)
283
RePEc
2
Other ZBW resources
1
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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
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
4
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:
5
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:
6
Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
Saved in:
7
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:
8
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:
9
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
10
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015061759
Saved in:
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