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~language:"eng"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
~type_genre:"Research Report"
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ARCH-Modell
Volatility
289
Volatilität
289
Estimation
280
Schätzung
280
Forecasting model
261
Prognoseverfahren
261
USA
223
United States
223
Börsenkurs
200
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200
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182
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182
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181
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177
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150
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139
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139
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130
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130
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114
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96
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91
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91
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78
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74
Shock
74
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72
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72
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Gupta, Rangan
Hammoudeh, Shawkat
McAleer, Michael
177
Chang, Chia-Lin
65
Ma, Feng
63
Hafner, Christian M.
53
Bauwens, Luc
45
Teräsvirta, Timo
45
Bouri, Elie
41
Caporale, Guglielmo Maria
41
Caporin, Massimiliano
37
Engle, Robert F.
36
Francq, Christian
36
Rombouts, Jeroen V. K.
36
Paolella, Marc S.
33
Zakoïan, Jean-Michel
32
Zhang, Yaojie
32
Herwartz, Helmut
31
Karanasos, Menelaos
31
Kumar, Dilip
31
Asai, Manabu
30
Laurent, Sébastien
30
Serletis, Apostolos
30
Linton, Oliver
29
McMillan, David G.
28
Conrad, Christian
26
Kang, Sang Hoon
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
Degiannakis, Stavros
24
Hamori, Shigeyuki
24
Rahbek, Anders
24
Saikkonen, Pentti
24
Liang, Chao
23
Silvennoinen, Annastiina
23
Wei, Yu
23
Yoon, Seong-min
23
Allen, David E.
22
Mittnik, Stefan
22
Nguyen, Duc Khuong
22
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Department of Economics working paper series
22
Energy economics
10
The North American journal of economics and finance : a journal of financial economics studies
7
International review of economics & finance : IREF
5
Research in international business and finance
5
Economic modelling
3
Finmap working paper
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Applied economics
2
Defence and peace economics
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
Journal of multinational financial management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
ERF working papers series
1
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1
Economics and Business Letters : EBL
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
The journal of real estate finance and economics
1
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Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
96
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96
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1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
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:
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
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:
5
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
Saved in:
6
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:
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
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
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:
10
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
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