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source:"econis"
subject:"Theorie"
~language:"eng"
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Jenkins, Stephen"
~person:"Lindé, Jesper"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Stulz, René M."
~subject:"Börsenkurs"
~subject:"Deutschland"
~subject:"Forecasting model"
~subject:"Spekulationsblase"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Theorie
Börsenkurs
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Estimation
761
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Theory
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9
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Attanasio, Orazio P.
Gupta, Rangan
Herwartz, Helmut
Jenkins, Stephen
Lindé, Jesper
Ma, Feng
Pierdzioch, Christian
Semmler, Willi
Stulz, René M.
Wagner, Joachim
241
Caporale, Guglielmo Maria
240
Gil-Alaña, Luis A.
221
Schnabel, Claus
110
Fitzenberger, Bernd
99
Bauer, Thomas K.
98
Pesaran, M. Hashem
96
Riphahn, Regina T.
93
McAleer, Michael
90
Fritsch, Michael
82
Buch, Claudia M.
79
Döpke, Jörg
75
Zimmermann, Klaus F.
75
Schmidt, Christoph M.
74
Härdle, Wolfgang
72
Kaiser, Ulrich
72
Marcellino, Massimiliano
71
Hautsch, Nikolaus
68
Koopman, Siem Jan
68
Winkelmann, Rainer
63
Schank, Thorsten
61
Belke, Ansgar
60
Addison, John T.
59
Bohl, Martin T.
59
Caliendo, Marco
59
Czarnitzki, Dirk
58
Frondel, Manuel
56
Narayan, Paresh Kumar
55
Bellmann, Lutz
54
Wohar, Mark E.
54
Bollerslev, Tim
53
McMillan, David G.
53
Puhani, Patrick A.
53
Tiwari, Aviral Kumar
53
Timmermann, Allan
52
Biewen, Martin
51
Engle, Robert F.
51
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25
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16
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14
Finance research letters
13
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12
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11
Discussion paper series / IZA
10
The North American journal of economics and finance : a journal of financial economics studies
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9
International journal of finance & economics : IJFE
8
Working papers / University of Connecticut, Department of Economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
7
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
7
Fisher College of Business working paper series
7
International review of financial analysis
7
Economic modelling
6
Economics working paper
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Research in international business and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Diskussionsarbeit
5
Journal of forecasting
5
The European journal of finance
5
CESifo working papers
4
International review of economics & finance : IREF
4
Journal of macroeconomics
4
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ECONIS (ZBW)
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493
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1
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
2
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:
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
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:
5
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
6
Understanding post-COVID inflation dynamics
Harding Affeld, Martín Ignacio
;
Lindé, Jesper
; …
-
2023
Persistent link: https://www.econbiz.de/10014249592
Saved in:
7
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:
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
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:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
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