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person:"McAleer, Michael"
~accessRights:"free"
~person:"Andersen, Torben G."
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"Capital income"
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ARCH-Modell
Capital income
Volatility
350
Volatilität
324
ARCH model
120
Estimation
93
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93
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88
Prognoseverfahren
88
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volatility
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McAleer, Michael
Andersen, Torben G.
Gupta, Rangan
Caporale, Guglielmo Maria
60
Chang, Chia-Lin
55
Bollerslev, Tim
44
Diebold, Francis X.
41
Spagnolo, Nicola
30
Bekaert, Geert
21
Caporin, Massimiliano
20
Spagnolo, Fabio
20
Andersen, Torben
19
Conrad, Christian
19
Koopman, Siem Jan
19
Bauwens, Luc
18
Asai, Manabu
17
Allen, David E.
16
Bouri, Elie
16
Baruník, Jozef
15
Hansen, Peter Reinhard
15
Kočenda, Evžen
15
Teräsvirta, Timo
15
Yılmaz, Kamil
15
Ait-Sahalia, Yacine
14
Salisu, Afees A.
14
Silvennoinen, Annastiina
14
Campbell, John Y.
13
Christoffersen, Peter F.
13
Engle, Robert F.
13
Tansuchat, Roengchai
13
Hafner, Christian M.
12
Mittnik, Stefan
12
Prokopczuk, Marcel
12
Xu, Yongdeng
12
Boudt, Kris
11
Clements, Adam
11
Hautsch, Nikolaus
11
Meddahi, Nour
11
Medeiros, Marcelo C.
11
Pierdzioch, Christian
11
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10
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4
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3
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2
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2
Risks : open access journal
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
Discussion paper / Institute of Social and Economic Research
1
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1
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ECONIS (ZBW)
184
EconStor
1
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
9
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
10
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
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