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subject:"Volatilität"
~person:"Apergēs, Nikolaos"
~person:"Gupta, Rangan"
~subject:"Kausalanalyse"
~subject:"Schätztheorie"
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Volatilität
Kausalanalyse
Schätztheorie
Estimation
330
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101
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101
Volatility
95
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88
Prognoseverfahren
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Apergēs, Nikolaos
Gupta, Rangan
McAleer, Michael
91
Caporale, Guglielmo Maria
66
Pesaran, M. Hashem
61
Pierdzioch, Christian
51
Bollerslev, Tim
46
Gao, Jiti
41
Härdle, Wolfgang
41
Belke, Ansgar
37
Hautsch, Nikolaus
37
Kapetanios, George
37
Diebold, Francis X.
35
Herwartz, Helmut
35
Bahmani-Oskooee, Mohsen
34
Tiwari, Aviral Kumar
34
Todorov, Viktor
34
Wohar, Mark E.
33
Linton, Oliver
32
Balcilar, Mehmet
31
Marcellino, Massimiliano
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Bouri, Elie
30
Koopman, Siem Jan
30
Asai, Manabu
29
Engle, Robert F.
29
Caporin, Massimiliano
28
Cai, Zongwu
27
Gil-Alaña, Luis A.
27
Heckman, James J.
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Ma, Feng
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Chang, Chia-Lin
26
Döpke, Jörg
26
Fernández-Villaverde, Jesús
24
Koop, Gary
24
Lütkepohl, Helmut
24
Narayan, Paresh Kumar
24
Xuan Vinh Vo
24
Buch, Claudia M.
23
Cheung, Yin-Wong
23
Chudik, Alexander
23
Mumtaz, Haroon
23
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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
Working papers / University of Connecticut, Department of Economics
5
Economic modelling
4
Energy economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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2
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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ECONIS (ZBW)
121
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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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