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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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EU-Staaten
Commodity derivative
EU countries
Volatility
Estimation
742
Schätzung
741
Volatilität
255
Börsenkurs
182
Forecasting model
182
Prognoseverfahren
182
Share price
182
Capital income
165
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165
USA
163
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163
Welt
121
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121
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120
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116
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114
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104
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104
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104
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104
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102
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53
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46
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190
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2
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277
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Bahmani-Oskooee, Mohsen
Gupta, Rangan
Ma, Feng
McAleer, Michael
Pierdzioch, Christian
Sehgal, Sanjay
Tiwari, Aviral Kumar
Zhang, Yaojie
Belke, Ansgar
96
Caporale, Guglielmo Maria
77
Gil-Alaña, Luis A.
46
Bollerslev, Tim
33
Afonso, António
32
Herwartz, Helmut
30
Todorov, Viktor
30
Döpke, Jörg
28
Bouri, Elie
27
Härdle, Wolfgang
27
Asai, Manabu
26
Hautsch, Nikolaus
26
Koopman, Siem Jan
26
Badinger, Harald
25
Buch, Claudia M.
24
Caporin, Massimiliano
23
Wohar, Mark E.
23
Andersen, Torben
22
Chang, Chia-Lin
22
Marcellino, Massimiliano
22
Xuan Vinh Vo
22
Crespo Cuaresma, Jesús
21
Dreger, Christian
21
Mumtaz, Haroon
21
Balcilar, Mehmet
20
Kumar, Dilip
20
Rodriguez, Gabriel
20
Setzer, Ralph
20
Klose, Jens
19
Kočenda, Evžen
19
Kutan, Ali Mustafa
19
MacDonald, Ronald
19
Rault, Christophe
19
Sosvilla-Rivero, Simón
19
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University of Canterbury / Dept. of Economics and Finance
4
Institut für Weltwirtschaft
2
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Econometric Institute research papers
21
Department of Economics working paper series
17
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14
Discussion paper / Tinbergen Institute
12
Applied economics
11
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
8
Kieler Arbeitspapiere
8
Empirica : journal of european economics
7
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5
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5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
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5
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4
Journal of economics and finance
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
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3
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3
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3
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2
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2
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2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
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ECONIS (ZBW)
277
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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
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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