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person:"Brooks, Chris"
subject:"Kapitaleinkommen"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~subject:"Volatilität"
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Kapitaleinkommen
Volatilität
Estimation
313
Schätzung
313
Forecasting model
122
Prognoseverfahren
122
Volatility
114
Capital income
100
USA
98
United States
98
Börsenkurs
92
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28
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English
156
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Brooks, Chris
Gupta, Rangan
Ma, Feng
McAleer, Michael
86
Pierdzioch, Christian
73
Zaremba, Adam
72
Caporale, Guglielmo Maria
68
Bollerslev, Tim
53
McMillan, David G.
52
Wohar, Mark E.
42
Bali, Turan G.
39
Gil-Alaña, Luis A.
39
Engle, Robert F.
38
Todorov, Viktor
38
Belke, Ansgar
37
Pesaran, M. Hashem
35
Bahmani-Oskooee, Mohsen
33
Timmermann, Allan
33
Bouri, Elie
32
Bohl, Martin T.
31
Döpke, Jörg
31
Hautsch, Nikolaus
31
Härdle, Wolfgang
31
Narayan, Paresh Kumar
31
Tiwari, Aviral Kumar
30
Asai, Manabu
29
Cakici, Nusret
29
Herwartz, Helmut
28
Diebold, Francis X.
27
Xuan Vinh Vo
27
Zhou, Guofu
27
Andersen, Torben
25
Campbell, John Y.
25
Chang, Chia-Lin
25
Kelly, Bryan T.
25
Lettau, Martin
25
Nitschka, Thomas
25
Wang, Yudong
25
Balcilar, Mehmet
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
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Centre for Quantitative Economics & Computing
2
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Department of Economics working paper series
20
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
9
International review of financial analysis
8
Energy economics
7
International journal of finance & economics : IJFE
7
Applied economics
6
Economic modelling
6
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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4
International review of economics & finance : IREF
4
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper in urban and regional economics / C
2
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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2
Journal of forecasting
2
Journal of multinational financial management
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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1
International economics and economic policy : IEEP
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International journal of forecasting
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ECONIS (ZBW)
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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
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:
3
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:
4
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
5
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:
6
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:
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
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
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