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subject:"ARCH model"
subject:"Volatilität"
~person:"Döpke, Jörg"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
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ARCH model
Volatilität
Schätzung
426
Estimation
425
Volatility
133
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130
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130
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Döpke, Jörg
Gupta, Rangan
Härdle, Wolfgang
McAleer, Michael
91
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
48
Bahmani-Oskooee, Mohsen
35
Hautsch, Nikolaus
35
Todorov, Viktor
34
Belke, Ansgar
31
Bouri, Elie
31
Asai, Manabu
30
Engle, Robert F.
30
Chang, Chia-Lin
29
Gil-Alaña, Luis A.
28
Herwartz, Helmut
28
Koopman, Siem Jan
27
Andersen, Torben
26
Ma, Feng
26
Balcilar, Mehmet
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Diebold, Francis X.
22
Xuan Vinh Vo
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Tiwari, Aviral Kumar
21
Miller, Stephen M.
19
Allen, David E.
18
Chan, Joshua
18
Cheung, Yin-Wong
18
Chiang, Thomas C.
18
Conrad, Christian
18
Hafner, Christian M.
18
Kang, Sang Hoon
18
Karanasos, Menelaos
18
Lettau, Martin
18
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Department of Economics working paper series
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Kieler Arbeitspapiere
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
139
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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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
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