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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Paolella, Marc S."
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Volatilität
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Gupta, Rangan
Paolella, Marc S.
Caporale, Guglielmo Maria
101
Gil-Alaña, Luis A.
97
McAleer, Michael
54
Pesaran, M. Hashem
33
Härdle, Wolfgang
28
Koopman, Siem Jan
27
Pierdzioch, Christian
25
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Belke, Ansgar
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Marcellino, Massimiliano
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Chang, Chia-Lin
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Döpke, Jörg
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Gao, Jiti
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Kapetanios, George
15
Mumtaz, Haroon
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Huber, Florian
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Sibbertsen, Philipp
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Medeiros, Marcelo C.
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Bos, Charles S.
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Buch, Claudia M.
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Lütkepohl, Helmut
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Asai, Manabu
11
Bollerslev, Tim
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Franses, Philip Hans
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Koop, Gary
11
Lucas, André
11
Miller, Stephen M.
11
Theodoridis, Konstantinos
11
Allen, David E.
10
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10
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10
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10
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10
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ECONIS (ZBW)
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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:
2
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:
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
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
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:
8
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:
9
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:
10
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
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