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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Geldpolitik"
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Volatilität
Geldpolitik
Estimation
437
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Gupta, Rangan
Pesaran, M. Hashem
Belke, Ansgar
92
McAleer, Michael
86
Caporale, Guglielmo Maria
75
Pierdzioch, Christian
54
Bollerslev, Tim
44
Mumtaz, Haroon
41
Bahmani-Oskooee, Mohsen
39
Christiano, Lawrence J.
34
Gil-Alaña, Luis A.
34
Siklos, Pierre L.
34
Todorov, Viktor
34
Wohar, Mark E.
32
Hautsch, Nikolaus
31
Herwartz, Helmut
31
Leeper, Eric M.
30
Asai, Manabu
29
Bouri, Elie
29
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Hayo, Bernd
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Härdle, Wolfgang
29
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27
Ma, Feng
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Wolters, Jürgen
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26
Lütkepohl, Helmut
26
Balcilar, Mehmet
25
Klose, Jens
25
Koopman, Siem Jan
25
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24
Döpke, Jörg
24
Engle, Robert F.
24
Rodriguez, Gabriel
24
Gertler, Mark
23
Lindé, Jesper
23
Xuan Vinh Vo
23
Andersen, Torben
22
Eickmeier, Sandra
22
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8
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ECONIS (ZBW)
127
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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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