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~person:"Gupta, Rangan"
~subject:"Volatility"
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Volatility
USA
213
United States
213
Forecasting model
137
Prognoseverfahren
137
Estimation
131
Schätzung
131
Theorie
131
Theory
131
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84
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76
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27
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Gupta, Rangan
McAleer, Michael
94
Bollerslev, Tim
91
Diebold, Francis X.
69
Andersen, Torben
58
Bekaert, Geert
53
Koopman, Siem Jan
46
Aizenman, Joshua
45
Caporale, Guglielmo Maria
45
Mumtaz, Haroon
43
Lux, Thomas
41
Pierdzioch, Christian
41
Härdle, Wolfgang
40
Bahmani-Oskooee, Mohsen
38
Asai, Manabu
35
Chiarella, Carl
35
Caporin, Massimiliano
34
Fernández-Villaverde, Jesús
34
Herwartz, Helmut
33
Castelnuovo, Efrem
32
Ghysels, Eric
31
Hautsch, Nikolaus
31
Engle, Robert F.
29
Chang, Chia-Lin
27
Todorov, Viktor
27
Caballero, Ricardo J.
26
Clark, Todd E.
26
Aït-Sahalia, Yacine
25
Buch, Claudia M.
25
Caggiano, Giovanni
25
Bali, Turan G.
24
Campbell, John Y.
24
Christoffersen, Peter F.
24
Dijk, Dick van
24
Hafner, Christian M.
24
Andersen, Torben G.
23
Clements, Adam
23
Gallo, Giampiero M.
23
Lucas, André
23
Yu, Jun
23
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Department of Economics working paper series
14
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of financial economics
3
Finance research letters
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied economics letters
2
Economics and Business Letters : EBL
2
Economics letters
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Research in international business and finance
2
Applied economics
1
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1
Atlantic economic journal : AEJ
1
Econometric Institute research papers
1
Economic modelling
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finmap working paper
1
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1
Handbook of real estate and macroeconomics
1
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1
Journal of central banking theory and practice
1
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1
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1
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1
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1
Journal of macroeconomics
1
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1
Journal of risk
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Southern economic journal
1
Structural change and economic dynamics : SC+ED
1
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ECONIS (ZBW)
84
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1
South Africa's economic response to monetary policy uncertainty
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
- In:
Journal of economic studies
44
(
2017
)
2
,
pp. 282-293
Persistent link: https://www.econbiz.de/10011757456
Saved in:
2
Real-time forecast of
DSGE
models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
3
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
4
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
5
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
6
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
7
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
8
Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
Saved in:
9
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
10
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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