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~person:"Andersen, Torben G."
~person:"Gupta, Rangan"
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Volatility
263
Volatilität
261
Forecasting model
113
Prognoseverfahren
113
Capital income
107
Kapitaleinkommen
107
Börsenkurs
103
Share price
103
Estimation
93
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Forecasting
33
realized volatility
25
Forecast
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
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Prognose
24
Schock
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Shock
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Realized volatility
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VAR model
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forecasting
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Free
158
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Andersen, Torben G.
Gupta, Rangan
McAleer, Michael
592
Caporale, Guglielmo Maria
223
Chang, Chia-Lin
212
Bollerslev, Tim
192
Diebold, Francis X.
151
Koopman, Siem Jan
137
Spagnolo, Nicola
129
Asai, Manabu
120
Pierdzioch, Christian
112
Bouri, Elie
105
Härdle, Wolfgang
104
Lux, Thomas
101
Aizenman, Joshua
100
Andersen, Torben
98
Hammoudeh, Shawkat
97
Bekaert, Geert
94
Caporin, Massimiliano
93
Chiarella, Carl
92
Ma, Feng
91
Chevallier, Julien
86
Hautsch, Nikolaus
86
Bahmani-Oskooee, Mohsen
85
Todorov, Viktor
85
Engle, Robert F.
83
Shephard, Neil
82
Allen, David E.
81
Buch, Claudia M.
78
Mumtaz, Haroon
77
Clements, Adam
74
McMillan, David G.
74
Davis, Steven J.
72
Kočenda, Evžen
70
Ghysels, Eric
68
Barndorff-Nielsen, Ole E.
67
Hafner, Christian M.
65
Herwartz, Helmut
65
Tiwari, Aviral Kumar
65
Christiansen, Charlotte
64
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17
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16
Department of Economics, Faculty of Economic and Management Sciences
14
Center for Financial Studies
8
Department of Economics, University of Pennsylvania
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
Economics Department, Queen's University
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institute of Economic Research, Hitotsubashi University
1
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Department of Economics working paper series
46
CREATES Research Papers
16
NBER working paper series
16
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
14
NBER Working Paper
13
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
CFS Working Paper Series
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Finance research letters
7
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
PIER Working Paper Archive
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Research in international business and finance
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4
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4
Journal of forecasting
4
The European journal of finance
4
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3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
CIRANO Working Papers
2
CREATES Research Paper
2
Economics and Business Letters : EBL
2
Financial innovation : FIN
2
Global Research Unit working paper
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of Financial Markets
2
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ECONIS (ZBW)
262
RePEc
57
EconStor
11
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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
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
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:
4
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:
5
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:
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
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
8
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:
9
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
10
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:
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