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subject:"Volatilität"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"International review of economics & finance : IREF"
~person:"Balli, Faruk"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Elastic net VAR"
~subject:"Schätztheorie"
~subject:"United States"
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Volatilität
Elastic net VAR
Schätztheorie
United States
Estimation
49
Schätzung
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Forecasting model
22
Prognoseverfahren
22
Volatility
21
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Balli, Faruk
Gupta, Rangan
Pesaran, M. Hashem
Pierdzioch, Christian
7
Sheng, Xin
6
Ҫepni, Oğuzhan
5
Bouri, Elie
4
Cepni, Oguzhan
4
Salisu, Afees A.
4
Xuan Vinh Vo
4
Zhou, Qiankun
4
Çepni, Oğuzhan
4
Balcilar, Mehmet
3
Bonato, Matteo
3
Brooks, Robert
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Kang, Sang Hoon
3
Liao, Wenting
3
Marfatia, Hardik A.
3
McAleer, Michael
3
Nel, Jacobus
3
Nielsen, Joshua
3
Wohar, Mark E.
3
Yin, Libo
3
Caporin, Massimiliano
2
Chang, Chia-Lin
2
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Chen, Mei-Ping
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Do, Hung Xuan
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2
Karmakar, Sayar
2
Kumar, Dilip
2
Kutan, Ali Mustafa
2
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2
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Department of Economics working paper series
International review of economics & finance : IREF
CESifo working papers
17
Working papers / University of Connecticut, Department of Economics
11
Cambridge working papers in economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
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6
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
2
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:
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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
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
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:
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
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:
9
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:
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
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