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~language:"eng"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
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ARCH-Modell
Forecasting model
162
Prognoseverfahren
162
Estimation
148
Schätzung
148
United States
142
USA
140
Volatility
135
Volatilität
135
Börsenkurs
99
Share price
99
Capital income
90
Kapitaleinkommen
90
Risiko
83
Risk
83
Theorie
73
Theory
73
Time series analysis
73
Welt
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World
73
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73
Aktienmarkt
72
Stock market
72
Immobilienpreis
65
Real estate price
65
VAR model
56
VAR-Modell
56
Oil price
55
South Africa
55
Ölpreis
55
Südafrika
53
Causality analysis
52
Kausalanalyse
52
ARCH model
43
Inflation
43
Forecasting
40
Monetary policy
40
Geldpolitik
39
Schock
38
Shock
38
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Gupta, Rangan
McAleer, Michael
69
Teräsvirta, Timo
34
Ma, Feng
33
Chang, Chia-Lin
29
Conrad, Christian
27
Caporale, Guglielmo Maria
22
Karanasos, Menelaos
22
Bouri, Elie
21
Engle, Robert F.
20
Hafner, Christian M.
19
Hammoudeh, Shawkat
17
Caporin, Massimiliano
16
Allen, David E.
15
Wei, Yu
15
Hamori, Shigeyuki
14
Herwartz, Helmut
14
Rahbek, Anders
14
Shephard, Neil G.
14
Tiwari, Aviral Kumar
14
Zhang, Yaojie
14
Meitz, Mika
13
Saikkonen, Pentti
13
Zagaglia, Paolo
13
Asai, Manabu
12
Kumar, Dilip
12
Rombouts, Jeroen V. K.
12
Salisu, Afees A.
12
Serletis, Apostolos
12
Silvennoinen, Annastiina
12
Weber, Enzo
12
Yoon, Seong-min
12
Ledoit, Olivier
11
Mensi, Walid
11
Miller, Stephen M.
11
Polasek, Wolfgang
11
Sheppard, Kevin
11
Spagnolo, Nicola
11
Wolf, Michael
11
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10
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Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
4
Defence and peace economics
2
Economics letters
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Economics and Business Letters : EBL
1
Economics working paper
1
Global Research Unit working paper
1
International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of economics and finance
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The journal of real estate finance and economics
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ECONIS (ZBW)
43
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1
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:
2
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:
3
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:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
6
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
9
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
10
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
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