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subject:"Volatilität"
~isPartOf:"Emerging markets review"
~isPartOf:"The European journal of finance"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Schätztheorie"
~subject:"Volatility"
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Volatilität
Schätztheorie
Volatility
Estimation
5
Schätzung
5
Börsenkurs
4
Share price
4
Aktienmarkt
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
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Prognoseverfahren
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Stock market
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VAR model
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Welt
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forecasting
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Bayesian Graphical Structural VAR
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Bayesian inference
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Bitcoin
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Forecast
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G7 countries
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Implied volatility index
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Inflationserwartung
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Gupta, Rangan
Pesaran, M. Hashem
Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Koutmos, Gregory
2
Pierdzioch, Christian
2
Abbas, Qaisar
1
Abhyankar, Abhay
1
Ajmi, Ahdi Noomen
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Algaba, Andres
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Alireza Zarei
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Bouri, Elie
1
Breuer, Wolfgang
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Broll, Udo
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Cakici, Nusret
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Cao, Jia
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Caporin, Massimiliano
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Chalamandaris, Georgios
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Chen, Ming-Chi
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Chuliá, Helena
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1
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Emerging markets review
The European journal of finance
Department of Economics working paper series
18
CESifo working papers
12
The North American journal of economics and finance : a journal of financial economics studies
7
Cambridge working papers in economics
6
CESifo Working Paper Series
5
CESifo Working Paper
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
USC-INET Research Paper
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Economic modelling
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Economics and Business Letters : EBL
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Economics letters
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Journal of applied econometrics
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Research in international business and finance
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Globalization and Monetary Policy Institute Working Paper
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economics and finance
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Journal of multinational financial management
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Working papers / University of Connecticut, Department of Economics
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Applied financial economics
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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CAMA working paper series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Discussion papers in economics
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ECB Working Paper
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
2
Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, …
- In:
Emerging markets review
34
(
2018
),
pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Saved in:
3
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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