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~isPartOf:"Department of Economics working paper series"
~person:"Cepni, Oguzhan"
~source:"econis"
~subject:"Auslandsinvestition"
~subject:"EU-Staaten"
~subject:"Energy forecast"
~subject:"Finanzanalyse"
~subject:"Klimawandel"
~subject:"Prognoseverfahren"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Gutachten"
~type_genre:"Konferenzschrift"
~type_genre:"Ratgeber"
~type_genre:"Sammlung"
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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
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Cepni, Oguzhan
Gupta, Rangan
49
Pierdzioch, Christian
18
Salisu, Afees A.
10
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9
Ҫepni, Oğuzhan
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Bonato, Matteo
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Ogbonna, Ahamuefula Ephraim
4
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Ji, Qiang
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Liao, Wenting
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Liu, Ruipeng
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Segnon, Mawuli
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Çepni, Oğuzhan
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1
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Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
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
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:
4
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
Saved in:
5
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
6
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:
7
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:
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