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subject:"Volatilität"
~person:"Bouri, Elie"
~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~subject:"Causality analysis"
~subject:"Geldpolitik"
~subject:"Schätztheorie"
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Volatilität
Causality analysis
Geldpolitik
Schätztheorie
Estimation
325
Schätzung
325
Volatility
124
Forecasting model
102
Prognoseverfahren
102
USA
101
United States
101
Capital income
93
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93
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Climate change
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English
166
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Bouri, Elie
Caporin, Massimiliano
Gupta, Rangan
Belke, Ansgar
97
McAleer, Michael
91
Caporale, Guglielmo Maria
88
Pesaran, M. Hashem
73
Pierdzioch, Christian
55
Bollerslev, Tim
46
Härdle, Wolfgang
42
Mumtaz, Haroon
42
Gao, Jiti
41
Herwartz, Helmut
41
Bahmani-Oskooee, Mohsen
40
Christiano, Lawrence J.
40
Wohar, Mark E.
40
Marcellino, Massimiliano
39
Siklos, Pierre L.
38
Hautsch, Nikolaus
37
Hayo, Bernd
37
Kapetanios, George
37
Lütkepohl, Helmut
37
Balcilar, Mehmet
35
Diebold, Francis X.
35
Gil-Alaña, Luis A.
34
Tiwari, Aviral Kumar
34
Todorov, Viktor
34
Koopman, Siem Jan
32
Linton, Oliver
32
Schorfheide, Frank
32
Huber, Florian
31
Leeper, Eric M.
30
Asai, Manabu
29
Buch, Claudia M.
29
Engle, Robert F.
29
Wolters, Jürgen
29
Apergēs, Nikolaos
28
Döpke, Jörg
28
Bohl, Martin T.
27
Cai, Zongwu
27
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University of Canterbury / Dept. of Economics and Finance
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Department of Economics working paper series
20
The North American journal of economics and finance : a journal of financial economics studies
10
Energy economics
6
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Research in international business and finance
5
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4
Working papers / University of Connecticut, Department of Economics
4
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3
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3
Journal of multinational financial management
3
The European journal of finance
3
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2
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2
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2
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2
International review of financial analysis
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
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2
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2
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2
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
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1
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ECONIS (ZBW)
166
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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
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:
4
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:
5
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:
6
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:
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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