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type:"book"
~isPartOf:"Department of Economics working paper series"
~subject:"Volatility"
~subject:"Wirtschaftswachstum"
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Volatility
Wirtschaftswachstum
Estimation
60
Schätzung
60
Forecasting model
20
Prognoseverfahren
20
USA
19
United States
19
Volatilität
18
Welt
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
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6
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Zeitreihenanalyse
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5
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Graue Literatur
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24
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English
24
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Gupta, Rangan
22
Pierdzioch, Christian
6
Ҫepni, Oğuzhan
4
Bouri, Elie
3
Liao, Wenting
3
Nel, Jacobus
3
Nielsen, Joshua
3
Salisu, Afees A.
3
Bonato, Matteo
2
Cepni, Oguzhan
2
Ji, Qiang
2
Karmakar, Sayar
2
Plakandaras, Vasilios
2
Van Eyden, Reneé
2
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
1
Chakraborty, Shankha
1
Foglia, Matteo
1
Gabauer, David
1
Gil-Alaña, Luis A.
1
Hassani, Hossein
1
Liu, Ruipeng
1
Ma, Jun
1
Majumdar, Anandamayee
1
Marfatia, Hardik A.
1
Minier, Jenny
1
Moodley, Damien
1
Muddana, Thanoj K.
1
Ngene, Geoffrey
1
Ogbonna, Ahamuefula Ephraim
1
Papageorgiou, Chris
1
Perez-Sebastian, Fidel
1
Rognone, Lavinia
1
Segnon, Mawuli
1
Sheng, Xin
1
Solarin Sakiru Adebola
1
Unel, Bulent
1
Wohar, Mark E.
1
Yeganegi, Mohammad Reza
1
Çepni, Oğuzhan
1
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Department of Economics working paper series
Working paper / National Bureau of Economic Research, Inc.
168
NBER working paper series
157
CESifo working papers
151
NBER Working Paper
150
Discussion paper / Centre for Economic Policy Research
116
Working paper
113
Discussion paper series / IZA
83
Discussion paper / Tinbergen Institute
79
CESifo Working Paper Series
53
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52
IMF working papers
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45
CAMA working paper series
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IZA Discussion Paper
36
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32
SFB 649 discussion paper
30
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29
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29
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28
Econometric Institute research papers
28
Research paper series / Swiss Finance Institute
26
Kieler Arbeitspapiere
23
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22
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AGDI working paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Economics and finance working paper series
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Staff reports / Federal Reserve Bank of New York
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WIFO working papers
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Economics / Discussion papers : the open-access, open-assessment e-journal
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FIW working paper
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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
Saved in:
3
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
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
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