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~isPartOf:"CFS working paper series"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~language:"eng"
~person:"Kadlec, Gregory B."
~person:"Segnon, Mawuli"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Measurement
Prognoseverfahren
Theory
Volatility
4
Volatilität
4
Exchange rate
3
Theorie
3
Wechselkurs
3
Aktienmarkt
2
Börsenkurs
2
Estimation theory
2
Forecasting model
2
Markov chain
2
Markov-Kette
2
Schätztheorie
2
Share price
2
Stock market
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Commodity returns
1
Devisenmarkt
1
Estimation
1
Foreign exchange market
1
Foreign exchange returns
1
Geopolitical risks
1
Geopolitics
1
Geopolitik
1
Kapitaleinkommen
1
Markov-switching GARCH-MIDAS
1
Multifractal processes
1
Schätzung
1
Stock returns
1
Time series analysis
1
Volatility co-movement
1
Volatility forecasts
1
Zeitreihenanalyse
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Kadlec, Gregory B.
Segnon, Mawuli
Gupta, Rangan
33
McAleer, Michael
18
Pierdzioch, Christian
13
Diebold, Francis X.
11
Mittnik, Stefan
9
Salisu, Afees A.
9
Ҫepni, Oğuzhan
7
Asai, Manabu
6
Bonato, Matteo
6
Paolella, Marc S.
6
Bollerslev, Tim
5
Haas, Markus
5
Andersen, Torben
4
Bouri, Elie
4
Brandt, Michael W.
4
Cepni, Oguzhan
4
Chang, Chia-Lin
4
Karmakar, Sayar
4
Yaron, Amir
4
Christoffersen, Peter F.
3
Demirer, Rıza
3
Hautsch, Nikolaus
3
Ji, Qiang
3
Medeiros, Marcelo C.
3
Ogbonna, Ahamuefula Ephraim
3
Plakandaras, Vasilios
3
Alizadeh, Sassan
2
Bansal, Ravi
2
Caporin, Massimiliano
2
Claessen, Holger
2
Drechsler, Itamar
2
Foglia, Matteo
2
Liao, Wenting
2
Liu, Ruipeng
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Nielsen, Joshua
2
Pérez Amaral, Teodosio
2
Reitz, Stefan
2
Wachter, Jessica
2
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Rodney L. White Center for Financial Research
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CFS working paper series
Department of Economics working paper series
Econometric Institute research papers
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Finmap working paper
2
Kiel working paper
1
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ECONIS (ZBW)
4
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1
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:
2
Forecasting stock market
volatility
with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
3
High- and low-frequency exchange rate
volatility
dynamics : range-based estimation of stochastic
volatility
models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Volatility
Dynamics: Range-Based Estimation of Stochastic
Volatility
Models Sassan Alizadeh Michael W. Brandt Francis X …
Persistent link: https://www.econbiz.de/10002001001
Saved in:
4
High- and low-frequency exchange rate
volatility
dynamics : range-based estimation of stochastic
volatility
models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Volatility
Dynamics: Range-Based Estimation of Stochastic
Volatility
Models Sassan Alizadeh Michael W. Brandt Francis X …
Persistent link: https://www.econbiz.de/10002004134
Saved in:
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