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person:"Paolella, Marc S."
subject:"Japan"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~subject:"Exchange rate"
~subject:"Volatility"
~subject:"Volatilität"
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Japan
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Estimation
517
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Paolella, Marc S.
Belke, Ansgar
Gupta, Rangan
McAleer, Michael
88
Caporale, Guglielmo Maria
80
Bahmani-Oskooee, Mohsen
65
Pierdzioch, Christian
59
Cheung, Yin-Wong
54
Bollerslev, Tim
50
Chinn, Menzie David
48
MacDonald, Ronald
43
Gil-Alaña, Luis A.
39
Todorov, Viktor
35
Beckmann, Joscha
33
Hautsch, Nikolaus
31
Wohar, Mark E.
31
Asai, Manabu
30
Bouri, Elie
30
Reitz, Stefan
30
Härdle, Wolfgang
29
Herwartz, Helmut
28
Diebold, Francis X.
27
Engle, Robert F.
26
Frankel, Jeffrey A.
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Chang, Chia-Lin
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Ma, Feng
25
Balcilar, Mehmet
24
Döpke, Jörg
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Andersen, Torben
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Buch, Claudia M.
23
Caporin, Massimiliano
23
Hamori, Shigeyuki
23
Koopman, Siem Jan
23
Spagnolo, Nicola
23
Tiwari, Aviral Kumar
23
Bos, Charles S.
22
Kumar, Dilip
22
Mumtaz, Haroon
22
Rodriguez, Gabriel
22
Xuan Vinh Vo
22
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ECONIS (ZBW)
149
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
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