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subject:"Prognoseverfahren"
~accessRights:"free"
~isPartOf:"Department of Economics working paper series"
~person:"Salisu, Afees A."
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Schätzung
Zeitreihenanalyse
Börsenkurs
3
Capital income
3
Estimation
3
Forecasting model
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Kapitaleinkommen
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Share price
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Volatility
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Volatilität
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Aktienindex
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GARCH-MIDAS
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USA
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United States
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ARCH model
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Aktienmarkt
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Bitcoin prices
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DFM-SV
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Daily State-Level Stock Returns Volatility
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Entwicklungsländer
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Local and National Factors
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Monthly energy-related uncertainty index
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S&P 500 index
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daily stock returns volatility
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Salisu, Afees A.
Gupta, Rangan
35
Bouri, Elie
6
Sheng, Xin
6
Cepni, Oguzhan
5
Van Eyden, Reneé
5
Nielsen, Joshua
4
Pierdzioch, Christian
4
Çepni, Oğuzhan
4
Ҫepni, Oğuzhan
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Nel, Jacobus
3
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3
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2
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Christou, Christina
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Gabauer, David
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Karmakar, Sayar
2
Ma, Eunseong
2
Marfatia, Hardik A.
2
Van Der Westhuizen, Chevaughn
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Wohar, Mark E.
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Apergēs, Nikolaos
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Balcilar, Mehmet
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Chisadza, Carolyn
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Cuñado Eizaguirre, Juncal
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Das, Sonali
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Department of Economics working paper series
Economics and Business Letters : EBL
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ECONIS (ZBW)
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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
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2
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:
3
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
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