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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Haas, Markus"
~person:"Nam, Kiseok"
~subject:"G7 stock markets"
~subject:"Schwellenländer"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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G7 stock markets
Schwellenländer
Share price
ARCH model
28
ARCH-Modell
28
Volatility
23
Volatilität
23
Forecasting model
18
Prognoseverfahren
18
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14
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14
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Angelidis, Timotheos
Beljid, Makram
Gallo, Giampiero M.
Gupta, Rangan
Haas, Markus
Nam, Kiseok
Li, Yan
3
Salisu, Afees A.
3
Bouri, Elie
2
Degiannakis, Stavros
2
Fang, Libing
2
Filis, George
2
Floros, Christos
2
Kouretas, Georgios P.
2
Ma, Feng
2
Morelli, David
2
Ogbonna, Ahamuefula Ephraim
2
Alhaj-Yaseen, Yaseen S.
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Barkoulas, John T.
1
Bauwens, Luc
1
Bee, Marco
1
Bevilacqua, Mattia
1
Bhimreddy, Komal S. R.
1
Blazsek, Szabolcs
1
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1
Bouras, Christos
1
Bratis, Theodoros
1
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1
Brzeszczyński, Janusz
1
Bugge, Sebastian A.
1
Cagliesi, Gabriella
1
Cai, Yuzhi
1
Cepni, Oguzhan
1
Chan, Jennifer So Kuen
1
Chao, Shih-Wei
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1
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Department of Economics working paper series
Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CFS working paper series
5
The North American journal of economics and finance : a journal of financial economics studies
3
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2
Economics letters
2
Research in international business and finance
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Pacific-Basin finance journal
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Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
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Review of quantitative finance and accounting
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ECONIS (ZBW)
13
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1
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
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
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
Saved in:
4
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:
5
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
6
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
7
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:
8
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
9
Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
Saved in:
10
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
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