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subject:"Volatilität"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~type_genre:"Arbeitspapier"
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Volatilität
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106
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Allen, David E.
Andersen, Torben
Gupta, Rangan
McAleer, Michael
51
Caporale, Guglielmo Maria
26
Pierdzioch, Christian
21
Hautsch, Nikolaus
20
Härdle, Wolfgang
20
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19
Chang, Chia-Lin
15
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Mumtaz, Haroon
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Döpke, Jörg
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Rodriguez, Gabriel
13
Asai, Manabu
12
Hafner, Christian M.
12
Gil-Alaña, Luis A.
11
Bos, Charles S.
10
Buch, Claudia M.
10
Paolella, Marc S.
10
Pesaran, M. Hashem
10
Weber, Enzo
10
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9
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9
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9
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9
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Bartram, Söhnke M.
8
Cheung, Yin-Wong
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Clark, Todd E.
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Conrad, Christian
8
Diebold, Francis X.
8
Engle, Robert F.
8
Lettau, Martin
8
Levchenko, Andrei A.
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ECONIS (ZBW)
46
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1
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:
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
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:
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
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:
6
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:
7
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:
8
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:
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
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
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