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subject:"United Kingdom"
~person:"Gupta, Rangan"
~person:"Machin, Stephen"
~subject:"Cointegration"
~subject:"Kausalanalyse"
~subject:"Volatilität"
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United Kingdom
Cointegration
Kausalanalyse
Volatilität
Estimation
291
Schätzung
291
USA
91
United States
91
Forecasting model
86
Prognoseverfahren
86
Volatility
82
Capital income
74
Kapitaleinkommen
74
Börsenkurs
71
Share price
71
Risiko
57
Risk
57
Welt
50
World
50
Aktienmarkt
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48
Time series analysis
48
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48
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Theory
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36
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36
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36
Immobilienpreis
31
Real estate price
31
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27
Klimawandel
27
ARCH model
25
ARCH-Modell
25
Causality analysis
24
Kointegration
24
Geldpolitik
23
Monetary policy
23
Schock
23
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42
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3
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3
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1
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1
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Language
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English
150
Author
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Gupta, Rangan
Machin, Stephen
Caporale, Guglielmo Maria
191
Gil-Alaña, Luis A.
156
McAleer, Michael
90
Belke, Ansgar
81
Bahmani-Oskooee, Mohsen
71
Blundell, Richard W.
60
Pierdzioch, Christian
55
Narayan, Paresh Kumar
53
Bollerslev, Tim
50
Cheung, Yin-Wong
46
Herwartz, Helmut
44
Jenkins, Stephen
44
Tiwari, Aviral Kumar
41
Wohar, Mark E.
38
Balcilar, Mehmet
37
Buch, Claudia M.
37
Pesaran, M. Hashem
37
Meghir, Costas
36
Dreger, Christian
35
Shields, Michael
35
Beckmann, Joscha
34
Döpke, Jörg
34
Hautsch, Nikolaus
34
Todorov, Viktor
34
Aghion, Philippe
32
Chang, Tsangyao
32
Hart, Robert A.
32
Miller, Stephen M.
32
Francesconi, Marco
31
Apergēs, Nikolaos
30
Booth, Alison L.
30
Caporin, Massimiliano
30
Härdle, Wolfgang
30
Pradhan, Rudra Prakash
30
Shahbaz, Muhammad
30
Asai, Manabu
29
Bekaert, Geert
29
Bouri, Elie
29
Chang, Chia-Lin
29
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National Bureau of Economic Research
2
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1
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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
8
Applied economics
5
Discussion paper series / IZA
5
Working papers / University of Connecticut, Department of Economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of economics & finance : IREF
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
Discussion paper
3
Economics letters
3
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
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2
Defence and peace economics
2
Discussion paper / Centre for Economic Performance, London School of Economics and Political Science
2
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2
Economics and Business Letters : EBL
2
Emerging markets review
2
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2
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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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2
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2
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2
The European journal of finance
2
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2
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1
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
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1
Contemporary economics
1
DIW Berlin Discussion Paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
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1
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1
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ECONIS (ZBW)
150
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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
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
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
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:
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