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subject:"Schock"
subject:"Volatilität"
~person:"Bellmann, Lutz"
~person:"Cheung, Yin-Wong"
~person:"Gupta, Rangan"
~subject:"Deutschland"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
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Estimation
454
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454
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114
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114
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105
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Bellmann, Lutz
Cheung, Yin-Wong
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Wagner, Joachim
260
Schnabel, Claus
128
Fitzenberger, Bernd
111
Bauer, Thomas K.
98
McAleer, Michael
98
Pierdzioch, Christian
94
Riphahn, Regina T.
94
Fritsch, Michael
88
Kaiser, Ulrich
86
Caporale, Guglielmo Maria
85
Belke, Ansgar
83
Buch, Claudia M.
82
Zimmermann, Klaus F.
75
Döpke, Jörg
74
Schmidt, Christoph M.
73
Marcellino, Massimiliano
71
Schank, Thorsten
66
Caliendo, Marco
62
Czarnitzki, Dirk
62
Herwartz, Helmut
60
Härdle, Wolfgang
60
Merz, Joachim
60
Pfeiffer, Friedhelm
59
Addison, John T.
58
Pesaran, M. Hashem
58
Steiner, Viktor
58
Puhani, Patrick A.
57
Winkelmann, Rainer
57
Frondel, Manuel
55
Kraft, Kornelius
52
Mumtaz, Haroon
52
Hautsch, Nikolaus
51
McMillan, David G.
51
Biewen, Martin
50
Bollerslev, Tim
50
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48
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48
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ECONIS (ZBW)
269
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269
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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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
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
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
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:
10
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
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