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subject:"Volatilität"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~person:"Mumtaz, Haroon"
~person:"Pierdzioch, Christian"
~subject:"Schätztheorie"
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Volatilität
Schätztheorie
Estimation
653
Schätzung
653
Volatility
162
USA
151
United States
151
Börsenkurs
129
Share price
129
Forecasting model
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English
169
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Belke, Ansgar
Gupta, Rangan
Mumtaz, Haroon
Pierdzioch, Christian
McAleer, Michael
90
Caporale, Guglielmo Maria
62
Pesaran, M. Hashem
59
Bollerslev, Tim
46
Gao, Jiti
41
Härdle, Wolfgang
41
Hautsch, Nikolaus
37
Kapetanios, George
37
Diebold, Francis X.
35
Bahmani-Oskooee, Mohsen
34
Todorov, Viktor
34
Herwartz, Helmut
33
Linton, Oliver
32
Marcellino, Massimiliano
31
Koopman, Siem Jan
30
Wohar, Mark E.
30
Asai, Manabu
29
Bouri, Elie
28
Engle, Robert F.
28
Gil-Alaña, Luis A.
27
Caporin, Massimiliano
26
Döpke, Jörg
26
Ma, Feng
26
Chang, Chia-Lin
25
Cai, Zongwu
24
Koop, Gary
24
Lütkepohl, Helmut
24
Buch, Claudia M.
23
Cheung, Yin-Wong
23
Andersen, Torben
22
Hafner, Christian M.
22
Huber, Florian
22
Tiwari, Aviral Kumar
22
Allen, David E.
21
Balcilar, Mehmet
21
Chudik, Alexander
21
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Department of Economics working paper series
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The North American journal of economics and finance : a journal of financial economics studies
9
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
169
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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
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:
8
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:
9
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:
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
Saved in:
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