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subject:"EU-Staaten"
subject:"Volatility"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"VAR-Modell"
~subject:"World"
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EU-Staaten
Volatility
ARCH-Modell
VAR-Modell
World
Estimation
283
Schätzung
283
Volatilität
102
USA
95
United States
95
Forecasting model
90
Prognoseverfahren
90
Capital income
84
Kapitaleinkommen
84
Börsenkurs
81
Share price
81
Welt
60
Aktienmarkt
58
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58
Risiko
57
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57
Time series analysis
49
Zeitreihenanalyse
49
VAR model
38
ARCH model
36
Inflation
36
Theorie
32
Theory
32
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29
Real estate price
29
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28
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28
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27
Klimawandel
27
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26
Shock
26
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25
Kointegration
25
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24
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24
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23
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39
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39
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English
159
Author
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Bouri, Elie
Gupta, Rangan
Belke, Ansgar
130
Caporale, Guglielmo Maria
129
Schneider, Friedrich
123
McAleer, Michael
104
Buch, Claudia M.
95
Dreher, Axel
75
Woessmann, Ludger
72
Herwartz, Helmut
66
MacDonald, Ronald
65
Pesaran, M. Hashem
62
Voigt, Stefan
62
Pierdzioch, Christian
60
Gil-Alaña, Luis A.
57
Rose, Andrew
55
Bahmani-Oskooee, Mohsen
51
Afonso, António
50
Nunnenkamp, Peter
50
Bollerslev, Tim
49
Mumtaz, Haroon
49
Van Reenen, John
48
Hayo, Bernd
47
Cheung, Yin-Wong
46
Levine, Ross
45
Lütkepohl, Helmut
43
Gambetti, Luca
42
Marcellino, Massimiliano
42
Chang, Chia-Lin
41
Koopman, Siem Jan
41
Aghion, Philippe
40
Dreger, Christian
40
Engle, Robert F.
40
Acemoglu, Daron
39
Balcilar, Mehmet
39
Rault, Christophe
39
Döpke, Jörg
38
Wohar, Mark E.
38
Yilmazkuday, Hakan
38
Badinger, Harald
37
Haan, Jakob de
37
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Department of Economics working paper series
29
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Energy economics
7
International review of economics & finance : IREF
5
Research in international business and finance
5
Working papers / University of Connecticut, Department of Economics
5
Applied economics letters
3
Economic modelling
3
Economics letters
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
The European journal of finance
3
Applied economics
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
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2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of forecasting
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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1
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Cardiff economics working papers
1
Computational economics
1
Defence and peace economics
1
Economic research
1
Economic systems
1
Economics, management and financial markets
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
159
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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
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:
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
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
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