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~person:"Gupta, Rangan"
~subject:"long memory"
~subject:"Aktienmarkt"
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long memory
Aktienmarkt
Forecasting model
161
Prognoseverfahren
161
Estimation
147
Schätzung
147
United States
140
USA
138
Volatility
135
Volatilität
133
Börsenkurs
99
Share price
99
Capital income
88
Kapitaleinkommen
88
Risiko
82
Risk
82
South Africa
75
Stock market
74
Time series analysis
73
Zeitreihenanalyse
73
Theorie
72
Theory
72
Welt
72
World
72
Forecasting
68
Immobilienpreis
65
Real estate price
65
Inflation
58
VAR model
57
Oil price
56
VAR-Modell
56
Ölpreis
54
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Monetary policy
50
Cointegration
42
ARCH model
41
ARCH-Modell
41
Economic growth
41
Geldpolitik
39
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All
Undetermined
38
Free
35
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Book / Working Paper
42
Article
40
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Article in journal
40
Aufsatz in Zeitschrift
40
Working Paper
34
Arbeitspapier
33
Graue Literatur
33
Non-commercial literature
33
Language
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English
77
Undetermined
5
Author
All
Gupta, Rangan
Caporale, Guglielmo Maria
59
Gil-Alaña, Luis A.
46
Nielsen, Morten Ørregaard
32
Tiwari, Aviral Kumar
30
Balcilar, Mehmet
24
Pierdzioch, Christian
24
Wohar, Mark E.
22
Grobys, Klaus
19
Hammoudeh, Shawkat
18
Jawadi, Fredj
18
Demirer, Rıza
17
Ma, Feng
17
McMillan, David G.
17
Miller, Stephen M.
17
Spagnolo, Nicola
17
Bouri, Elie
16
Lucey, Brian M.
16
Plastun, Alex
16
Worthington, Andrew Charles
16
Baum, Christopher F.
15
Burdekin, Richard C. K.
15
Guo, Hui
15
Kamaiah, Bandi
15
Salisu, Afees A.
15
Zaremba, Adam
15
Guesmi, Khaled
14
Hanousek, Jan
14
Hassan, M. Kabir
14
Mensi, Walid
14
Narayan, Paresh Kumar
14
Siklos, Pierre L.
14
Xuan Vinh Vo
14
Yoon, Seong-min
14
Bohl, Martin T.
13
Kang, Sang Hoon
13
Lux, Thomas
13
Nguyen, Duc Khuong
13
Stulz, René M.
13
Sum, Vichet
13
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Institution
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Department of Economics, Faculty of Economic and Management Sciences
4
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Published in...
All
Department of Economics working paper series
28
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
5
International review of economics & finance : IREF
5
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Applied financial economics
2
Economics letters
2
Energy economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working papers / University of Connecticut, Department of Economics
2
Applied economics letters
1
CREATES research paper
1
Defence and peace economics
1
Economia internazionale
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of applied economics
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
University of Pretoria, Department of Economics Working Paper Series
1
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Source
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ECONIS (ZBW)
76
RePEc
5
EconStor
1
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
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