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~language:"bul"
~language:"eng"
~language:"mul"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
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Konsumentenverhalten
Volatility
Volatilität
532
Schätzung
413
Prognoseverfahren
412
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409
Forecasting model
406
Theorie
358
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350
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Real estate price
108
Stochastischer Prozess
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Gupta, Rangan
McAleer, Michael
Caporale, Guglielmo Maria
170
Bollerslev, Tim
145
Chang, Chia-Lin
116
Han, Heesup
116
Bouri, Elie
112
Belk, Russell W.
110
Diebold, Francis X.
103
Andersen, Torben
99
Mattila, Anna S.
98
Pierdzioch, Christian
96
Ma, Feng
94
Spagnolo, Nicola
92
Aizenman, Joshua
88
Grunert, Klaus G.
86
Lusk, Jayson L.
83
Phau, Ian
83
Bekaert, Geert
79
Usman, Osly
76
Hammoudeh, Shawkat
75
Bahmani-Oskooee, Mohsen
74
Sheth, Jagdish N.
74
Koopman, Siem Jan
73
Engle, Robert F.
72
Tiwari, Aviral Kumar
70
Grewal, Dhruv
69
Härdle, Wolfgang
69
Khare, Arpita
69
Todorov, Viktor
68
Bagozzi, Richard P.
67
Dwivedi, Yogesh Kumar
67
Loureiro, Sandra Maria Correia
67
McMillan, David G.
67
Nayga, Rodolfo M.
67
Septianto, Felix
66
Caporin, Massimiliano
65
Stavins, Joanna
65
Agarwal, Sumit
64
Foxall, Gordon R.
64
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9
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1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Fondazione ENI Enrico Mattei (FEEM)
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Shakai-Keizai-Kenkyūsho <Osaka>
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Econometric Institute research papers
74
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Department of Economics working paper series
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40
The North American journal of economics and finance : a journal of financial economics studies
17
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16
Econometric reviews
13
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11
Finance research letters
10
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9
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7
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3
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3
Finmap working paper
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International journal of finance & economics : IJFE
3
International journal of forecasting
3
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3
Journal of multinational financial management
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
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2
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2
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ECONIS (ZBW)
527
EconStor
7
RePEc
5
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
4
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:
5
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
6
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:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
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
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:
10
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
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