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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Bouri, Elie"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
Theory
Time series analysis
USA
Volatility
473
Volatilität
472
Estimation
161
ARCH model
151
ARCH-Modell
151
Börsenkurs
150
Share price
150
Forecasting model
144
Prognoseverfahren
144
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140
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123
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113
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83
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42
Forecasting
37
Schock
31
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31
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30
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30
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Allen, David E.
Bouri, Elie
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
McAleer, Michael
152
Bollerslev, Tim
83
Caporale, Guglielmo Maria
74
Bahmani-Oskooee, Mohsen
72
Andersen, Torben
68
Pierdzioch, Christian
60
Koopman, Siem Jan
55
Diebold, Francis X.
51
Chang, Chia-Lin
50
Asai, Manabu
47
Gil-Alaña, Luis A.
44
Härdle, Wolfgang
43
Ma, Feng
43
Todorov, Viktor
42
Rodriguez, Gabriel
41
Wohar, Mark E.
40
Lux, Thomas
37
Caporin, Massimiliano
36
Belke, Ansgar
34
Haltiwanger, John C.
34
Dijk, Dick van
33
Herwartz, Helmut
33
Lucas, André
33
Clements, Adam
32
Hautsch, Nikolaus
32
Mumtaz, Haroon
32
Spagnolo, Nicola
32
Tiwari, Aviral Kumar
32
Hammoudeh, Shawkat
31
Kočenda, Evžen
31
Merkl, Christian
31
Tauchen, George Eugene
31
Kumar, Dilip
30
Xuan Vinh Vo
30
Davis, Steven J.
29
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrisch Instituut <Rotterdam>
1
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1
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1
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14
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Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
International review of financial analysis
8
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
International review of economics & finance : IREF
6
Journal of international financial markets, institutions & money
6
The European journal of finance
6
Applied economics
5
Econometric Institute research papers
5
Economics letters
5
Journal of forecasting
5
Journal of multinational financial management
5
Applied economics letters
4
Applied financial economics
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CORE discussion papers : DP
4
International journal of finance & economics : IJFE
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Annals of financial economics
3
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Finmap working paper
3
Journal of risk and financial management : JRFM
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
CESifo working papers
2
Defence and peace economics
2
Discussion papers of interdisciplinary research project 373
2
Economic modelling
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
312
Showing
1
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of
312
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
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