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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Gupta, Rangan"
~person:"Miller, Stephen M."
~subject:"Causality analysis"
~subject:"Unemployment"
~subject:"Volatility"
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Zeitreihenanalyse
Causality analysis
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Schätzung
389
Estimation
387
USA
104
United States
104
Forecasting model
96
Prognoseverfahren
96
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93
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78
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78
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Zimmermann, Klaus F.
Gupta, Rangan
Miller, Stephen M.
Gil-Alaña, Luis A.
188
Caporale, Guglielmo Maria
181
McAleer, Michael
95
Koopman, Siem Jan
57
Pierdzioch, Christian
57
Pesaran, M. Hashem
54
Belke, Ansgar
52
Berg, Gerard J. van den
48
Ours, Jan C. van
48
Bahmani-Oskooee, Mohsen
47
Bollerslev, Tim
45
Tiwari, Aviral Kumar
45
Hautsch, Nikolaus
36
Herwartz, Helmut
36
Härdle, Wolfgang
36
Puhani, Patrick A.
36
Rosholm, Michael
35
Addison, John T.
34
Balcilar, Mehmet
34
Chang, Tsangyao
34
Fitzenberger, Bernd
34
Lalive, Rafael
34
Narayan, Paresh Kumar
34
Todorov, Viktor
34
Uhlendorff, Arne
34
Wilke, Ralf A.
34
Wohar, Mark E.
34
Chang, Chia-Lin
32
Engle, Robert F.
32
Bouri, Elie
31
Caporin, Massimiliano
31
Kapetanios, George
31
Asai, Manabu
29
Portugal, Pedro
29
Chan, Joshua
28
Döpke, Jörg
28
Hujer, Reinhard
28
Marcellino, Massimiliano
28
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Department of Economics working paper series
23
Working papers / University of Connecticut, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
IZA Discussion Paper
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
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2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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2
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Business economics : the journal of the National Association for Business Economists
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CESifo working papers
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DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
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ECONIS (ZBW)
176
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1
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176
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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
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
7
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:
8
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:
9
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:
10
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
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