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~person:"Gupta, Rangan"
~subject:"Volatilität"
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Volatilität
Forecasting model
277
Prognoseverfahren
277
Estimation
251
Schätzung
251
Volatility
226
United States
215
USA
213
Börsenkurs
180
Share price
180
Capital income
163
Kapitaleinkommen
163
South Africa
142
Stock market
133
Risiko
132
Risk
132
Aktienmarkt
131
Theorie
131
Theory
131
Welt
125
World
125
Südafrika
116
Time series analysis
112
Zeitreihenanalyse
112
Immobilienpreis
105
Real estate price
105
Inflation
97
VAR model
94
VAR-Modell
93
Forecasting
88
Monetary policy
85
Causality analysis
81
Kausalanalyse
81
Oil price
79
Ölpreis
77
Economic growth
70
Geldpolitik
70
ARCH model
68
ARCH-Modell
68
Schock
65
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Undetermined
131
Free
77
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Article
154
Book / Working Paper
70
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Article in journal
152
Aufsatz in Zeitschrift
152
Arbeitspapier
57
Graue Literatur
57
Non-commercial literature
57
Working Paper
57
Aufsatz im Buch
2
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2
Conference paper
1
Konferenzbeitrag
1
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Language
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English
224
Author
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Gupta, Rangan
McAleer, Michael
299
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
113
Diebold, Francis X.
110
Pierdzioch, Christian
106
Bouri, Elie
102
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Ma, Feng
89
Härdle, Wolfgang
84
Bekaert, Geert
80
Koopman, Siem Jan
80
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
73
Engle, Robert F.
72
Todorov, Viktor
68
Buch, Claudia M.
67
McMillan, David G.
67
Caporin, Massimiliano
66
Lux, Thomas
66
Asai, Manabu
64
Tiwari, Aviral Kumar
62
Chiarella, Carl
61
Kočenda, Evžen
61
Caballero, Ricardo J.
55
Corbet, Shaen
55
Gil-Alaña, Luis A.
55
Kang, Sang Hoon
55
Wohar, Mark E.
55
Lucey, Brian M.
54
Christoffersen, Peter F.
53
Clements, Adam
52
Mumtaz, Haroon
51
Allen, David E.
50
Belke, Ansgar
50
Christiansen, Charlotte
50
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Published in...
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Department of Economics working paper series
47
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
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
Research in international business and finance
5
Applied economics
4
Journal of forecasting
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
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
Economics and Business Letters : EBL
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
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
Working papers / University of Connecticut, Department of Economics
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied financial economics
1
Atlantic economic journal : AEJ
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CREATES research paper
1
Computational economics
1
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ECONIS (ZBW)
224
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
8
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:
9
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:
10
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:
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