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~isPartOf:"Department of Economics working paper series"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Volatility"
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ARCH model
Prognoseverfahren
Volatility
54
Volatilität
54
Forecasting model
36
Börsenkurs
29
Share price
29
Capital income
25
Kapitaleinkommen
25
Aktienmarkt
23
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23
Welt
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Forecasting
20
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19
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18
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forecasting
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Gupta, Rangan
40
Pierdzioch, Christian
15
Salisu, Afees A.
10
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Bouri, Elie
6
Karmakar, Sayar
5
Cepni, Oguzhan
4
Ogbonna, Ahamuefula Ephraim
4
Demirer, Rıza
3
Ji, Qiang
3
Plakandaras, Vasilios
3
Foglia, Matteo
2
Liao, Wenting
2
Liu, Ruipeng
2
Nielsen, Joshua
2
Segnon, Mawuli
2
Wu, Kejin
2
Çepni, Oğuzhan
2
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
1
Das, Sonali
1
Fang, Libing
1
Gabauer, David
1
Hall, Savanah
1
Ivashchenko, Sergey
1
Li, Haohua
1
Liphadzi, Asingamaanda
1
Luo, Jiawen
1
Ma, Feng
1
Ma, Jun
1
Majumdar, Anandamayee
1
Muddana, Thanoj K.
1
Nel, Jacobus
1
Rognone, Lavinia
1
Shackleton, Ryan
1
Wang, Jiqian
1
Wohar, Mark E.
1
Ҫekin, Semih Emre
1
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Department of Economics working paper series
Discussion paper / Tinbergen Institute
73
Working paper
62
Econometric Institute research papers
49
CREATES research paper
35
CESifo working papers
27
Working papers
26
Working paper / National Bureau of Economic Research, Inc.
21
CFS working paper series
20
CAMA working paper series
18
NCER working paper series
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SFB 649 discussion paper
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16
CORE discussion papers : DP
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IES working paper
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Cambridge working papers in economics
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Research paper series / Swiss Finance Institute
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11
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Global COE Hi-Stat discussion paper series
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
Discussion papers of interdisciplinary research project 373
8
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8
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8
Department of Economics discussion paper series / University of Oxford
7
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7
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1
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
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
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
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
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:
7
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:
8
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:
9
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
10
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
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