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subject:"Volatility"
~accessRights:"restricted"
~person:"Aghion, Philippe"
~person:"Apergēs, Nikolaos"
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~subject:"VAR-Modell"
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Volatility
VAR-Modell
Estimation
206
Schätzung
206
Volatilität
69
Capital income
62
Kapitaleinkommen
62
Forecasting model
60
Prognoseverfahren
60
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58
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58
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57
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57
Welt
46
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46
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44
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84
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Aghion, Philippe
Apergēs, Nikolaos
Brooks, Robert
Gupta, Rangan
Ma, Feng
25
Balcilar, Mehmet
23
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Marcellino, Massimiliano
21
Gambetti, Luca
19
Pierdzioch, Christian
19
Tiwari, Aviral Kumar
19
Wohar, Mark E.
18
Xuan Vinh Vo
17
Forni, Mario
16
Todorov, Viktor
16
Kang, Sang Hoon
15
Mensi, Walid
15
Wang, Yudong
14
Bollerslev, Tim
13
Lee, Chien-chiang
13
Li, Jia
13
Sala, Luca
13
Wei, Yu
13
Wu, Xinyu
13
Zhu, Huiming
13
Hammoudeh, Shawkat
12
Salisu, Afees A.
12
Yoon, Seong-min
12
Bianchi, Francesco
11
Jawadi, Fredj
11
Ji, Qiang
11
Kumar, Dilip
11
Nonejad, Nima
11
Zhang, Yaojie
11
Demirer, Rıza
10
Lau, Chi Keung
10
Shi, Yanlin
10
Yin, Libo
10
Chevallier, Julien
9
Kelly, Bryan T.
9
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The North American journal of economics and finance : a journal of financial economics studies
8
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
5
Applied economics letters
4
Energy economics
4
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3
Research in international business and finance
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Department of Economics working paper series
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2
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2
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2
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
International journal of forecasting
1
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1
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1
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1
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1
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1
Journal of international commerce, economics and policy
1
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1
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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ECONIS (ZBW)
84
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1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
8
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
9
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
10
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
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