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subject:"Volatility"
~person:"Döpke, Jörg"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risikomaß"
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Volatility
Nichtparametrisches Verfahren
Risikomaß
Schätzung
422
Estimation
421
Volatilität
131
Forecasting model
128
Prognoseverfahren
128
USA
108
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108
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Döpke, Jörg
Gupta, Rangan
Härdle, Wolfgang
McAleer, Michael
93
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
51
Linton, Oliver
48
Bollerslev, Tim
44
Gao, Jiti
41
Hautsch, Nikolaus
39
Todorov, Viktor
34
Allen, David E.
33
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Gil-Alaña, Luis A.
30
Asai, Manabu
29
Bouri, Elie
28
Herwartz, Helmut
28
Koopman, Siem Jan
28
Engle, Robert F.
26
Ma, Feng
26
Wohar, Mark E.
26
Balcilar, Mehmet
25
Chang, Chia-Lin
25
Caporin, Massimiliano
24
Buch, Claudia M.
23
Andersen, Torben
22
Mumtaz, Haroon
22
Cai, Zongwu
21
Kelly, Bryan T.
21
Kumar, Dilip
21
Marcellino, Massimiliano
20
Rodriguez, Gabriel
20
Xuan Vinh Vo
20
Bali, Turan G.
19
Hoderlein, Stefan
19
Prokopczuk, Marcel
19
Spagnolo, Nicola
19
Chan, Joshua
18
Cheung, Yin-Wong
18
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Institut für Weltwirtschaft
1
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SFB 649 discussion paper
22
Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
8
Kieler Arbeitspapiere
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
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4
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
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3
The European journal of finance
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Working papers / University of Connecticut, Department of Economics
3
Applied economics letters
2
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2
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2
Economics and Business Letters : EBL
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2
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2
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2
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2
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2
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2
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Bundesbank Series 1 Discussion Paper
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ECONIS (ZBW)
164
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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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
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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