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person:"Paolella, Marc S."
subject:"Japan"
~person:"Gupta, Rangan"
~person:"Ichiue, Hibiki"
~subject:"Exchange rate"
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
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Japan
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Estimation
285
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99
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Paolella, Marc S.
Gupta, Rangan
Ichiue, Hibiki
Belke, Ansgar
100
Caporale, Guglielmo Maria
84
Zaremba, Adam
70
Bahmani-Oskooee, Mohsen
69
Pierdzioch, Christian
61
Chinn, Menzie David
53
McMillan, David G.
50
Gil-Alaña, Luis A.
48
MacDonald, Ronald
47
Wohar, Mark E.
44
Bollerslev, Tim
43
Bohl, Martin T.
42
Beckmann, Joscha
41
Cheung, Yin-Wong
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Pesaran, M. Hashem
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Siklos, Pierre L.
37
Hayo, Bernd
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McAleer, Michael
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Schrimpf, Andreas
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Tiwari, Aviral Kumar
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Sarno, Lucio
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Timmermann, Allan
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Christiano, Lawrence J.
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Leeper, Eric M.
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Narayan, Paresh Kumar
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Bali, Turan G.
29
Klose, Jens
28
Kutan, Ali Mustafa
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Nitschka, Thomas
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Herwartz, Helmut
27
Wolters, Jürgen
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Balcilar, Mehmet
26
Eickmeier, Sandra
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Frankel, Jeffrey A.
25
Todorov, Viktor
25
Engle, Robert F.
24
Rose, Andrew
24
Zhou, Guofu
24
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Handbook of heavy tailed distributions in finance
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ECONIS (ZBW)
130
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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
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
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:
7
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:
8
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
9
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
Saved in:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
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