//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Gupta, Rangan"
~subject:"Time series analysis"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatilität
135
Börsenkurs
99
Share price
99
Capital income
90
Kapitaleinkommen
90
Risiko
84
Risk
84
South Africa
75
Stock market
74
Theorie
73
Theory
73
Welt
73
World
73
Zeitreihenanalyse
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
more ...
less ...
Online availability
All
Undetermined
93
Free
75
Type of publication
All
Article
114
Book / Working Paper
78
Type of publication (narrower categories)
All
Article in journal
115
Aufsatz in Zeitschrift
115
Arbeitspapier
69
Graue Literatur
69
Non-commercial literature
69
Working Paper
69
Language
All
English
190
Undetermined
2
Author
All
Gupta, Rangan
Gil-Alaña, Luis A.
172
McAleer, Michael
143
Caporale, Guglielmo Maria
123
Phillips, Peter C. B.
81
Franses, Philip Hans
69
Teräsvirta, Timo
67
Bahmani-Oskooee, Mohsen
61
Tiwari, Aviral Kumar
61
Chang, Chia-Lin
57
Pierdzioch, Christian
55
Kunst, Robert M.
54
Johansen, Søren
53
Hammoudeh, Shawkat
49
Ma, Feng
49
Bouri, Elie
48
Nielsen, Morten Ørregaard
47
Miller, Stephen M.
46
Pesaran, M. Hashem
43
Engle, Robert F.
42
Granger, C. W. J.
39
Lux, Thomas
39
Wohar, Mark E.
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
Taylor, Robert
35
Serletis, Apostolos
34
Timmermann, Allan
34
Hendry, David F.
33
Spagnolo, Nicola
33
Caporin, Massimiliano
32
Jusélius, Katarina
32
Mensi, Walid
32
Mills, Terence C.
32
Moosa, Imad A.
32
more ...
less ...
Institution
All
Department of Economics, Faculty of Economic and Management Sciences
2
Published in...
All
Department of Economics working paper series
52
Applied economics
15
Energy 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 / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : 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
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
1
Wine Economics and Policy
1
more ...
less ...
Source
All
ECONIS (ZBW)
190
RePEc
2
Showing
1
-
10
of
192
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->