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subject:"EU-Staaten"
subject:"Volatility"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"ARCH-Modell"
~subject:"World"
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EU-Staaten
Volatility
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Estimation
326
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326
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114
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114
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113
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Gupta, Rangan
Hautsch, Nikolaus
Caporale, Guglielmo Maria
124
Schneider, Friedrich
123
Belke, Ansgar
118
McAleer, Michael
104
Buch, Claudia M.
92
Dreher, Axel
75
Woessmann, Ludger
72
MacDonald, Ronald
64
Voigt, Stefan
62
Herwartz, Helmut
61
Gil-Alaña, Luis A.
57
Pierdzioch, Christian
57
Rose, Andrew
55
Bahmani-Oskooee, Mohsen
51
Pesaran, M. Hashem
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Nunnenkamp, Peter
50
Bollerslev, Tim
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Van Reenen, John
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Hayo, Bernd
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Cheung, Yin-Wong
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Afonso, António
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Levine, Ross
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Chang, Chia-Lin
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Koopman, Siem Jan
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Aghion, Philippe
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Dreger, Christian
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Acemoglu, Daron
39
Engle, Robert F.
37
Haan, Jakob de
37
Badinger, Harald
36
Barro, Robert J.
36
Yilmazkuday, Hakan
36
Bouri, Elie
35
Härdle, Wolfgang
35
Döpke, Jörg
34
Sala-i-Martin, Xavier
34
Todorov, Viktor
34
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33
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Department of Economics working paper series
26
The North American journal of economics and finance : a journal of financial economics studies
8
SFB 649 discussion paper
7
Finance research letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
148
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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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