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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~person:"Gupta, Rangan"
~subject:"Theory"
~subject:"World"
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Volatilität
Zeitreihenanalyse
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World
Estimation
254
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254
USA
90
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90
Forecasting model
86
Prognoseverfahren
86
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82
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151
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Gupta, Rangan
Caporale, Guglielmo Maria
229
Gil-Alaña, Luis A.
203
Pesaran, M. Hashem
118
Schneider, Friedrich
113
McAleer, Michael
110
Buch, Claudia M.
82
Dreher, Axel
76
Woessmann, Ludger
76
Acemoglu, Daron
72
Belke, Ansgar
72
Pierdzioch, Christian
71
Bahmani-Oskooee, Mohsen
70
Herwartz, Helmut
67
Rose, Andrew
67
Koopman, Siem Jan
65
Härdle, Wolfgang
64
Voigt, Stefan
63
Hautsch, Nikolaus
62
Van Reenen, John
61
MacDonald, Ronald
59
Cheung, Yin-Wong
57
Bollerslev, Tim
55
Marcellino, Massimiliano
54
Levine, Ross
51
Wohar, Mark E.
51
Kilian, Lutz
50
Nunnenkamp, Peter
49
Tiwari, Aviral Kumar
49
Heckman, James J.
48
Engle, Robert F.
46
Chang, Chia-Lin
43
Frankel, Jeffrey A.
43
Narayan, Paresh Kumar
43
Diebold, Francis X.
42
Kapetanios, George
42
Miller, Stephen M.
42
Timmermann, Allan
42
Aghion, Philippe
41
Döpke, Jörg
41
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Department of Economics working paper series
27
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Working papers / University of Connecticut, Department of Economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
Research in international business and finance
4
Applied economics letters
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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The European journal of finance
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2
Economics and Business Letters : EBL
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of forecasting
2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
151
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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
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
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
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:
9
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:
10
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:
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