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~person:"Gupta, Rangan"
~subject:"Stock market"
~subject:"VAR model"
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Stock market
VAR model
Forecasting model
277
Prognoseverfahren
277
Estimation
251
Schätzung
251
Volatility
227
Volatilität
224
United States
215
USA
213
Börsenkurs
180
Share price
180
Capital income
163
Kapitaleinkommen
163
South Africa
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116
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112
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97
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93
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90
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85
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81
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79
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70
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70
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68
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47
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47
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47
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214
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Author
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Gupta, Rangan
Caporale, Guglielmo Maria
176
Lütkepohl, Helmut
163
Pesaran, M. Hashem
121
Mumtaz, Haroon
98
Marcellino, Massimiliano
97
Gambetti, Luca
89
Campbell, John Y.
86
Bekaert, Geert
85
Castelnuovo, Efrem
81
Kilian, Lutz
81
Koop, Gary
78
Zaremba, Adam
75
Huber, Florian
71
Wohar, Mark E.
70
Carriero, Andrea
69
Gil-Alaña, Luis A.
69
Canova, Fabio
68
Hammoudeh, Shawkat
68
Caggiano, Giovanni
65
Clark, Todd E.
65
Tiwari, Aviral Kumar
64
Narayan, Paresh Kumar
63
Schorfheide, Frank
61
Theodoridis, Konstantinos
60
Pierdzioch, Christian
59
Chudik, Alexander
58
Lucey, Brian M.
57
Giannone, Domenico
56
Guo, Hui
54
Levine, Ross
53
Xuan Vinh Vo
53
Hassan, M. Kabir
52
McMillan, David G.
52
Balcilar, Mehmet
51
Fève, Patrick
51
Bouri, Elie
49
Nguyen, Duc Khuong
49
Österholm, Pär
49
Arouri, Mohamed
48
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Department of Economics, Faculty of Economic and Management Sciences
2
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Department of Economics working paper series
35
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
9
Energy economics
8
International review of economics & finance : IREF
8
Applied economics
7
Research in international business and finance
7
Economic modelling
6
Economics letters
5
Journal of forecasting
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working papers / University of Connecticut, Department of Economics
5
Applied economics letters
4
International journal of finance & economics : IJFE
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Defence and peace economics
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Structural change and economic dynamics : SC+ED
3
Emerging markets review
2
Global finance journal
2
Journal of economic studies
2
Journal of emerging market finance
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The European journal of finance
2
The journal of real estate finance and economics
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
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 financial economics
1
CREATES research paper
1
Cardiff economics working papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Eastern economic journal
1
Economia internazionale
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic research
1
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ECONIS (ZBW)
214
RePEc
3
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1
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217
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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
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
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
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:
5
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
6
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:
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
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:
9
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:
10
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
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