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~isPartOf:"Department of Economics working paper series"
~person:"Gupta, Rangan"
~person:"Ogbonna, Ahamuefula Ephraim"
~subject:"forecasting"
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forecasting
Volatility
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Gupta, Rangan
Ogbonna, Ahamuefula Ephraim
Bouri, Elie
2
Salisu, Afees A.
2
Balcilar, Mehmet
1
Foglia, Matteo
1
Ivashchenko, Sergey
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Pierdzioch, Christian
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Department of Economics working paper series
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3
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
The European journal of finance
2
Applied economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global Research Unit working paper
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
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2
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
3
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
4
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:
5
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
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