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subject:"Volatilität"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"Pierdzioch, Christian"
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Volatilität
Estimation
593
Schätzung
593
Volatility
173
USA
154
United States
154
Forecasting model
133
Prognoseverfahren
133
Börsenkurs
128
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128
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80
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80
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76
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76
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75
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73
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45
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44
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43
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40
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40
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39
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39
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35
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2
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English
173
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Bahmani-Oskooee, Mohsen
Gupta, Rangan
Härdle, Wolfgang
Pierdzioch, Christian
McAleer, Michael
85
Caporale, Guglielmo Maria
53
Bollerslev, Tim
44
Todorov, Viktor
35
Belke, Ansgar
31
Hautsch, Nikolaus
31
Bouri, Elie
30
Asai, Manabu
29
Gil-Alaña, Luis A.
27
Ma, Feng
26
Caporin, Massimiliano
25
Chang, Chia-Lin
25
Engle, Robert F.
24
Herwartz, Helmut
24
Koopman, Siem Jan
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Mensi, Walid
18
Spagnolo, Nicola
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
Pesaran, M. Hashem
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Institut für Weltwirtschaft
2
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Department of Economics working paper series
18
SFB 649 discussion paper
10
Kieler Arbeitspapiere
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Empirica : journal of european economics
6
Kiel working paper
5
Discussion papers of interdisciplinary research project 373
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Applied quantitative finance
3
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3
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3
Journal of economics and finance
3
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3
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2
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2
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2
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2
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2
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2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
The European journal of finance
2
The International trade journal
2
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
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1
CESifo working papers
1
Defence and peace economics
1
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1
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ECONIS (ZBW)
173
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1
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173
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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
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:
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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