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~person:"Gupta, Rangan"
~subject:"Time series analysis"
~subject:"Volatility"
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Time series analysis
Volatility
Forecasting model
172
Prognoseverfahren
172
Estimation
153
Schätzung
153
United States
146
Volatilität
146
USA
144
Börsenkurs
103
Share price
103
Capital income
98
Kapitaleinkommen
98
Risiko
92
Risk
92
Welt
80
World
80
South Africa
77
Stock market
77
Forecasting
76
Zeitreihenanalyse
76
Aktienmarkt
75
Theorie
75
Theory
75
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65
Real estate price
65
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59
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59
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58
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57
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57
Südafrika
53
Causality analysis
52
Kausalanalyse
52
ARCH model
50
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50
Monetary policy
50
Cointegration
42
Economic growth
42
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39
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116
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88
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117
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79
Graue Literatur
79
Non-commercial literature
79
Working Paper
79
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English
202
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Author
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Gupta, Rangan
Gil-Alaña, Luis A.
174
McAleer, Michael
143
Caporale, Guglielmo Maria
123
Phillips, Peter C. B.
81
Franses, Philip Hans
69
Tiwari, Aviral Kumar
68
Teräsvirta, Timo
67
Bahmani-Oskooee, Mohsen
61
Pierdzioch, Christian
58
Chang, Chia-Lin
57
Bouri, Elie
54
Kunst, Robert M.
54
Johansen, Søren
53
Ma, Feng
51
Hammoudeh, Shawkat
50
Nielsen, Morten Ørregaard
47
Miller, Stephen M.
46
Pesaran, M. Hashem
43
Engle, Robert F.
42
Wohar, Mark E.
40
Granger, C. W. J.
39
Lux, Thomas
39
Harvey, Andrew C.
38
Swanson, Norman R.
38
Kapetanios, George
37
Shephard, Neil G.
37
Allen, David E.
36
Balcilar, Mehmet
35
Bollerslev, Tim
35
Salisu, Afees A.
35
Taylor, Robert
35
Caporin, Massimiliano
34
Mensi, Walid
34
Serletis, Apostolos
34
Timmermann, Allan
34
Hendry, David F.
33
Spagnolo, Nicola
33
Jusélius, Katarina
32
Mills, Terence C.
32
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Department of Economics, Faculty of Economic and Management Sciences
2
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Department of Economics working paper series
62
Energy economics
16
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
12
Working papers / University of Connecticut, Department of Economics
10
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
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Computational economics
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
The journal of real estate finance and economics
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global Research Unit working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Applied Economics, 52(10) 2020
1
CREATES research paper
1
Cardiff economics working papers
1
Econometric Institute research papers
1
Economic modelling
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
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
International economics and economic policy : IEEP
1
International journal of production economics
1
Journal of applied economics
1
Journal of international commerce, economics and policy
1
Research in international business and finance
1
The quarterly review of economics and finance
1
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
1
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ECONIS (ZBW)
202
RePEc
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11
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:
12
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
-
2024
Persistent link: https://www.econbiz.de/10015051333
Saved in:
13
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
14
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:
15
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:
16
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
17
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:
18
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:
19
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:
20
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
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