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~accessRights:"free"
~person:"Cepni, Oguzhan"
~person:"Hansen, Peter Reinhard"
~subject:"Prognoseverfahren"
~type_genre:"Working Paper"
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Prognoseverfahren
Aktienmarkt
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Stock market
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Forecasting model
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Volatilität
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Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? Matteo Bonato University of Johannesburg and IPAG Oguzhan Cepni Copenhagen Business School and Ostim Technical University Rangan Gupta University of Pretoria Christian Pierdzioch Helmut Schmidt University Stock market
1
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Foreign exchange returns
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Cepni, Oguzhan
Hansen, Peter Reinhard
Gupta, Rangan
16
Guo, Hui
7
Pierdzioch, Christian
7
Linton, Oliver
5
Hautsch, Nikolaus
4
McAleer, Michael
4
Salisu, Afees A.
4
Allen, David E.
3
Bouri, Elie
3
Cheng, Tingting
3
Gao, Jiti
3
Guidolin, Massimo
3
Herwartz, Helmut
3
Lux, Thomas
3
Nitschka, Thomas
3
Alessi, Lucia
2
Altig, David
2
Audrino, Francesco
2
Barigozzi, Matteo
2
Barrero, Jose Maria
2
Bloom, Nicholas
2
Bonato, Matteo
2
Born, Benjamin
2
Campbell, John Y.
2
Capasso, Marco
2
Cholodilin, Konstantin Arkadʹevič
2
Colangelo, Dominik
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Daníelsson, Jón
2
Davis, Steven J.
2
Deaves, Richard
2
Demirer, Rıza
2
Dijk, Dick van
2
Dovern, Jonas
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Enders, Zeno
2
Faria, Gonçalo
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Ferson, Wayne E.
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ECONIS (ZBW)
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Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
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2
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
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:
4
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
5
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2003
Persistent link: https://www.econbiz.de/10001831943
Saved in:
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