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subject:"ARCH-Modell"
~person:"Bauwens, Luc"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
Multivariate Analyse
Time series analysis
ARCH model
61
Volatility
42
Volatilität
42
Forecasting model
25
Prognoseverfahren
25
Theorie
23
Theory
23
Capital income
18
Kapitaleinkommen
18
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16
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16
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16
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12
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11
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8
Climate change
7
Klimawandel
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Risikomaß
6
Risk measure
6
USA
6
United States
6
forecasting
6
GARCH
5
GARCH-MIDAS
5
Oil price
5
Regression analysis
5
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55
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61
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Arbeitspapier
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86
Aufsatz in Zeitschrift
86
Working Paper
61
Graue Literatur
60
Non-commercial literature
60
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2
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English
61
Author
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Bauwens, Luc
Bouri, Elie
Gupta, Rangan
McAleer, Michael
129
Chang, Chia-Lin
51
Hafner, Christian M.
35
Caporale, Guglielmo Maria
31
Teräsvirta, Timo
28
Rombouts, Jeroen V. K.
23
Caporin, Massimiliano
20
Engle, Robert F.
20
Herwartz, Helmut
19
Paolella, Marc S.
19
Linton, Oliver
16
Saikkonen, Pentti
16
Asai, Manabu
15
Koopman, Siem Jan
15
Mittnik, Stefan
15
Shephard, Neil G.
15
Silvennoinen, Annastiina
15
Conrad, Christian
14
Karanasos, Menelaos
14
Laurent, Sébastien
14
Allen, David E.
13
Andersen, Torben
13
Francq, Christian
13
Rahbek, Anders
13
Sheppard, Kevin
13
Spagnolo, Nicola
13
Polasek, Wolfgang
12
Zakoïan, Jean-Michel
12
Chen, Chi-chung
11
Christoffersen, Peter F.
11
Diebold, Francis X.
11
Hansen, Peter Reinhard
11
Lütkepohl, Helmut
11
Meitz, Mika
11
Preminger, Arie
11
Spagnolo, Fabio
11
Dijk, Herman K. van
10
Giot, Pierre
10
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Department of Economics working paper series
23
CORE discussion papers : DP
15
Discussion papers / UCL, Département des Sciences Economiques
5
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4
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3
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ECONIS (ZBW)
61
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1
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
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:
4
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
5
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
6
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:
7
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
8
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:
9
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
10
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
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