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~isPartOf:"Australian economic papers"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Aizenman, Joshua"
~person:"Albrecht, Peter"
~person:"Jawadi, Fredj"
~person:"Karmakar, Sayar"
~person:"Liao, Wenting"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~person:"Yoon, Seong-min"
~person:"Zarangas, Leonidas P."
~person:"Zhou, Yimin"
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Search: subject_exact:"Volatility"
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Volatility
41
Volatilität
41
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Prognoseverfahren
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22
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19
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forecasting
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Aizenman, Joshua
Albrecht, Peter
Jawadi, Fredj
Karmakar, Sayar
Liao, Wenting
Ma, Feng
Pierdzioch, Christian
Yoon, Seong-min
Zarangas, Leonidas P.
Zhou, Yimin
Gupta, Rangan
59
Salisu, Afees A.
15
Bouri, Elie
11
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Cepni, Oguzhan
6
Demirer, Rıza
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Ogbonna, Ahamuefula Ephraim
6
Liang, Chao
5
Gallo, Giampiero M.
4
Ji, Qiang
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Kanas, Angelos
4
Li, Xiafei
4
Nielsen, Joshua
4
Wei, Yu
4
Foglia, Matteo
3
Henry, Ólan Thomas John
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Kouretas, Georgios P.
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Nasir, Muhammad Ali
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Nel, Jacobus
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Plakandaras, Vasilios
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Van Eyden, Reneé
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Azhar Mohamad
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Drakos, Anastassios A.
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Gabauer, David
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Gil-Alaña, Luis A.
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Gong, Xu
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Jiang, Zhuhua
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Lanne, Markku
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Australian economic papers
Department of Economics working paper series
Economics / Discussion papers : the open-access, open-assessment e-journal
International journal of finance & economics : IJFE
Energy economics
35
Applied economics
16
NBER working paper series
16
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Financial innovation : FIN
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
41
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1
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:
2
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
3
Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
4
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
5
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
6
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
7
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
8
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:
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
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
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