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subject:"EU-Staaten"
subject:"Volatility"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~subject:"Capital income"
~subject:"Rohstoffderivat"
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EU-Staaten
Volatility
Capital income
Rohstoffderivat
Estimation
320
Schätzung
320
Volatilität
109
Forecasting model
98
Prognoseverfahren
98
USA
96
United States
96
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145
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Chang, Chia-Lin
Gupta, Rangan
Caporale, Guglielmo Maria
122
Belke, Ansgar
108
McAleer, Michael
91
Pierdzioch, Christian
76
Zaremba, Adam
73
Gil-Alaña, Luis A.
59
Bollerslev, Tim
53
McMillan, David G.
52
Engle, Robert F.
45
Afonso, António
44
Wohar, Mark E.
42
Herwartz, Helmut
41
Pesaran, M. Hashem
41
Döpke, Jörg
40
Bali, Turan G.
39
Todorov, Viktor
39
Dreger, Christian
38
Buch, Claudia M.
37
Koopman, Siem Jan
37
Narayan, Paresh Kumar
37
Badinger, Harald
35
Bahmani-Oskooee, Mohsen
35
Bouri, Elie
35
Bohl, Martin T.
34
Härdle, Wolfgang
34
Hayo, Bernd
33
Ma, Feng
33
Timmermann, Allan
33
Tiwari, Aviral Kumar
33
Hautsch, Nikolaus
31
Kočenda, Evžen
30
Wang, Yudong
30
Asai, Manabu
29
Cakici, Nusret
29
Diebold, Francis X.
29
Xuan Vinh Vo
29
Caporin, Massimiliano
28
Rault, Christophe
28
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Department of Economics working paper series
21
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric Institute research papers
8
Finance research letters
6
Research in international business and finance
6
International review of economics & finance : IREF
5
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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International journal of forecasting
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International review of financial analysis
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ECONIS (ZBW)
145
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145
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1
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:
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
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:
4
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:
5
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
Saved in:
6
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:
7
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:
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
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:
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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