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type:"book"
type_genre:"Working Paper"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~subject:"Volatility"
~type_genre:"Collection of articles of several authors"
~type_genre:"Systematic review"
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Volatility
Estimation
109
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46
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40
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40
Volatilität
34
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Working Paper
Collection of articles of several authors
Systematic review
Arbeitspapier
34
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34
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34
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Gupta, Rangan
Koopman, Siem Jan
McAleer, Michael
46
Caporale, Guglielmo Maria
26
Pierdzioch, Christian
21
Härdle, Wolfgang
20
Belke, Ansgar
19
Hautsch, Nikolaus
18
Mumtaz, Haroon
14
Döpke, Jörg
13
Rodriguez, Gabriel
13
Chang, Chia-Lin
12
Herwartz, Helmut
12
Asai, Manabu
11
Bollerslev, Tim
11
Gil-Alaña, Luis A.
11
Hafner, Christian M.
11
Buch, Claudia M.
10
Pesaran, M. Hashem
10
Allen, David E.
9
Andersen, Torben
9
Bos, Charles S.
9
Caporin, Massimiliano
9
Huber, Florian
9
Medeiros, Marcelo C.
9
Mittnik, Stefan
9
Paolella, Marc S.
9
Aghion, Philippe
8
Bartram, Söhnke M.
8
Cheung, Yin-Wong
8
Chiarella, Carl
8
Clark, Todd E.
8
Lettau, Martin
8
Levchenko, Andrei A.
8
Marcellino, Massimiliano
8
Spagnolo, Nicola
8
Baum, Christopher F.
7
Chan, Joshua
7
Di Giovanni, Julian
7
Engle, Robert F.
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Department of Economics working paper series
18
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13
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1
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1
Working papers / University of Connecticut, Department of Economics
1
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ECONIS (ZBW)
34
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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
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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
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