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subject:"Volatilität"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~subject:"Causality analysis"
~subject:"Geldpolitik"
~subject:"Schätztheorie"
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Volatilität
Causality analysis
Geldpolitik
Schätztheorie
Estimation
369
Schätzung
369
Volatility
130
Forecasting model
111
Prognoseverfahren
111
USA
111
United States
111
Börsenkurs
101
Share price
101
Capital income
93
Kapitaleinkommen
93
Theorie
81
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81
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71
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71
Aktienmarkt
66
Stock market
66
Welt
64
World
64
Risiko
61
Risk
61
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
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40
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40
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38
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38
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37
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32
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32
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29
Real estate price
29
Climate change
28
Cointegration
28
Kausalanalyse
28
Klimawandel
28
Kointegration
28
Schock
28
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64
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Article
114
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English
180
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Bouri, Elie
Gupta, Rangan
Härdle, Wolfgang
Belke, Ansgar
97
McAleer, Michael
91
Caporale, Guglielmo Maria
88
Pesaran, M. Hashem
73
Pierdzioch, Christian
55
Bollerslev, Tim
46
Mumtaz, Haroon
43
Herwartz, Helmut
42
Gao, Jiti
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
Tiwari, Aviral Kumar
36
Balcilar, Mehmet
35
Diebold, Francis X.
35
Gil-Alaña, Luis A.
34
Todorov, Viktor
34
Schorfheide, Frank
33
Koopman, Siem Jan
32
Linton, Oliver
32
Huber, Florian
31
Leeper, Eric M.
30
Asai, Manabu
29
Buch, Claudia M.
29
Caporin, Massimiliano
29
Engle, Robert F.
29
Wolters, Jürgen
29
Apergēs, Nikolaos
28
Döpke, Jörg
28
Ma, Feng
28
Bohl, Martin T.
27
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
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Department of Economics working paper series
21
SFB 649 discussion paper
18
The North American journal of economics and finance : a journal of financial economics studies
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Energy economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Discussion papers of interdisciplinary research project 373
5
Research in international business and finance
5
Applied economics
4
International review of economics & finance : IREF
4
Working papers / University of Connecticut, Department of Economics
4
Applied quantitative finance
3
Economics and Business Letters : EBL
3
Finance research letters
3
Journal of forecasting
3
Journal of multinational financial management
3
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Defence and peace economics
2
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International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economic research
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
180
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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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