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subject:"EU-Staaten"
subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Stock market"
~subject:"United Kingdom"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
Stock market
United Kingdom
Wirkungsanalyse
Estimation
251
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251
USA
89
United States
89
Forecasting model
85
Prognoseverfahren
85
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81
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125
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Gupta, Rangan
Caporale, Guglielmo Maria
159
Belke, Ansgar
109
Gil-Alaña, Luis A.
102
McAleer, Michael
90
Lechner, Michael
70
Pierdzioch, Christian
69
Buch, Claudia M.
63
Blundell, Richard W.
61
Heckman, James J.
54
Pesaran, M. Hashem
54
Bollerslev, Tim
49
Herwartz, Helmut
49
Afonso, António
45
Dreger, Christian
45
Döpke, Jörg
45
Jenkins, Stephen
44
Wohar, Mark E.
41
Addison, John T.
40
Bahmani-Oskooee, Mohsen
40
Booth, Alison L.
40
Hautsch, Nikolaus
40
Rault, Christophe
40
Hayo, Bernd
39
Narayan, Paresh Kumar
39
Badinger, Harald
38
Koopman, Siem Jan
38
Meghir, Costas
37
Balcilar, Mehmet
36
Engle, Robert F.
36
Härdle, Wolfgang
36
Mumtaz, Haroon
36
Tiwari, Aviral Kumar
36
Zaremba, Adam
36
Bouri, Elie
35
Caliendo, Marco
35
Cheung, Yin-Wong
35
Haskel, Jonathan
35
Hujer, Reinhard
35
Lalive, Rafael
35
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Department of Economics working paper series
19
The North American journal of economics and finance : a journal of financial economics studies
9
Research in international business and finance
7
Applied economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Energy economics
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
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3
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2
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2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
125
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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
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
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