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subject:"Volatility"
subject:"Yield curve"
~accessRights:"free"
~person:"Chan, Joshua"
~person:"Krippner, Leo"
~person:"Pierdzioch, Christian"
~subject:"Messung"
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Volatility
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Messung
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93
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Chan, Joshua
Krippner, Leo
Pierdzioch, Christian
McAleer, Michael
59
Caporale, Guglielmo Maria
42
Gupta, Rangan
25
Koopman, Siem Jan
23
Kim, Don H.
20
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19
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18
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18
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17
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17
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16
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16
Gil-Alaña, Luis A.
16
Rudebusch, Glenn D.
16
Allen, David E.
15
Mumtaz, Haroon
15
Asai, Manabu
14
Hamilton, James D.
14
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13
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13
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13
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13
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13
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12
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12
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11
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11
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11
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ECONIS (ZBW)
53
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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
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:
3
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:
4
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
5
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
6
Investigating a measure of conventional and unconventional stimulus for the euro area
Halberstadt, Arne
;
Krippner, Leo
-
2021
Persistent link: https://www.econbiz.de/10012585980
Saved in:
7
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
8
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
9
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
10
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
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