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subject:"United Kingdom"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~person:"Jenkins, Stephen"
~subject:"Cointegration"
~subject:"Volatilität"
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United Kingdom
Cointegration
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Estimation
564
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564
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114
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92
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English
230
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Belke, Ansgar
Gupta, Rangan
Jenkins, Stephen
Caporale, Guglielmo Maria
190
Gil-Alaña, Luis A.
156
McAleer, Michael
89
Bahmani-Oskooee, Mohsen
71
Blundell, Richard W.
60
Pierdzioch, Christian
55
Bollerslev, Tim
50
Narayan, Paresh Kumar
47
Cheung, Yin-Wong
46
Herwartz, Helmut
41
Buch, Claudia M.
37
Meghir, Costas
36
Pesaran, M. Hashem
36
Wohar, Mark E.
36
Beckmann, Joscha
34
Dreger, Christian
34
Döpke, Jörg
34
Hautsch, Nikolaus
34
Shields, Michael
34
Todorov, Viktor
34
Tiwari, Aviral Kumar
33
Aghion, Philippe
32
Hart, Robert A.
32
Balcilar, Mehmet
31
Francesconi, Marco
31
Booth, Alison L.
30
Härdle, Wolfgang
30
Asai, Manabu
29
Bekaert, Geert
29
Machin, Stephen
29
Miller, Stephen M.
29
Shahbaz, Muhammad
29
Wolters, Jürgen
29
Bouri, Elie
28
Chang, Chia-Lin
28
Nielsen, Morten Ørregaard
28
Caporin, Massimiliano
27
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2
Finance research letters
2
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2
International economics and economic policy : IEEP
2
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2
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2
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2
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ECONIS (ZBW)
233
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1
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233
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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
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:
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
Saved in:
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