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subject:"Volatilität"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"ARCH model"
~subject:"Schätztheorie"
~subject:"United States"
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Search: subject_exact:"Estimation"
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Volatilität
ARCH model
Schätztheorie
United States
Estimation
356
Schätzung
356
USA
126
Volatility
118
Börsenkurs
111
Share price
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97
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Balcilar, Mehmet
Gupta, Rangan
Hautsch, Nikolaus
Caporale, Guglielmo Maria
145
McAleer, Michael
106
Gil-Alaña, Luis A.
99
Pesaran, M. Hashem
85
Heckman, James J.
80
Pierdzioch, Christian
61
Bollerslev, Tim
58
Bahmani-Oskooee, Mohsen
56
Belke, Ansgar
55
Koopman, Siem Jan
55
Marcellino, Massimiliano
52
Wohar, Mark E.
52
Engle, Robert F.
51
Diebold, Francis X.
48
Härdle, Wolfgang
47
Gao, Jiti
45
Hamermesh, Daniel S.
42
Kapetanios, George
42
Miller, Stephen M.
41
Herwartz, Helmut
40
Cheung, Yin-Wong
39
Todorov, Viktor
38
Schorfheide, Frank
36
Timmermann, Allan
36
Koop, Gary
34
Linton, Oliver
34
Mumtaz, Haroon
34
Blundell, Richard W.
33
Bouri, Elie
33
Buch, Claudia M.
33
Kilian, Lutz
32
Lütkepohl, Helmut
32
Neumark, David
32
Reitz, Stefan
32
Bloom, Nicholas
31
Caporin, Massimiliano
31
Chang, Chia-Lin
31
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Department of Economics working paper series
28
SFB 649 discussion paper
12
Working papers / University of Connecticut, Department of Economics
11
CFS working paper series
9
The North American journal of economics and finance : a journal of financial economics studies
9
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5
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5
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5
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4
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International journal of finance & economics : IJFE
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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2
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2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
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ECONIS (ZBW)
218
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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
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
10
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
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