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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~subject:"ARCH-Modell"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
Arbeitsmarkt
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Schätzung
USA
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Volatility
338
Volatilität
337
Estimation
126
Börsenkurs
121
Share price
121
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117
Prognoseverfahren
117
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100
Capital income
100
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100
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87
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87
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79
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79
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79
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72
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52
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45
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35
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26
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24
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24
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109
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Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McAleer, Michael
167
Ma, Feng
76
Caporale, Guglielmo Maria
73
Bahmani-Oskooee, Mohsen
72
Chang, Chia-Lin
68
Bouri, Elie
64
Pierdzioch, Christian
60
Bollerslev, Tim
58
Andersen, Torben
46
Asai, Manabu
39
Hammoudeh, Shawkat
39
Kang, Sang Hoon
39
Rodriguez, Gabriel
38
Gil-Alaña, Luis A.
37
McMillan, David G.
37
Wohar, Mark E.
37
Spagnolo, Nicola
36
Zhang, Yaojie
36
Belke, Ansgar
34
Haltiwanger, John C.
34
Todorov, Viktor
34
Xuan Vinh Vo
34
Engle, Robert F.
33
Hegerty, Scott W.
33
Kočenda, Evžen
33
Kumar, Dilip
33
Tiwari, Aviral Kumar
33
Wang, Yudong
33
Mensi, Walid
32
Diebold, Francis X.
31
Salisu, Afees A.
31
Bauwens, Luc
30
Hautsch, Nikolaus
30
Herwartz, Helmut
29
Yoon, Seong-min
29
Balcilar, Mehmet
28
Davis, Steven J.
28
Koopman, Siem Jan
28
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2
Econometrisch Instituut <Rotterdam>
1
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1
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1
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1
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Department of Economics working paper series
39
The North American journal of economics and finance : a journal of financial economics studies
13
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10
CORE discussion papers : DP
7
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7
Economics letters
6
Energy economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
Econometric Institute research papers
5
International review of economics & finance : IREF
5
Research in international business and finance
5
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5
Applied economics
4
Finance research letters
4
Annals of financial economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic modelling
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
SFB 649 discussion paper
3
The European journal of finance
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
Applied economics letters
2
CORE discussion paper : DP
2
Defence and peace economics
2
Discussion papers of interdisciplinary research project 373
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
Financial innovation : FIN
2
Global Research Unit working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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ECONIS (ZBW)
241
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1
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241
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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
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:
9
Climate risks and prediction of sectoral REITs
volatility
: international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
10
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:
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