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~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Volatility
Volatilität
165
Prognoseverfahren
71
Forecasting model
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forecasting
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Allen, David E.
Andersen, Torben
Gupta, Rangan
Medeiros, Marcelo C.
McAleer, Michael
198
Caporale, Guglielmo Maria
99
Chang, Chia-Lin
78
Diebold, Francis X.
54
Koopman, Siem Jan
54
Spagnolo, Nicola
53
Bollerslev, Tim
48
Härdle, Wolfgang
44
Pierdzioch, Christian
43
Lux, Thomas
42
Hautsch, Nikolaus
37
Asai, Manabu
36
Aizenman, Joshua
32
Dijk, Dick van
30
Fernández-Villaverde, Jesús
30
Hafner, Christian M.
29
Kočenda, Evžen
29
Mumtaz, Haroon
29
Chiarella, Carl
27
Clements, Adam
27
Bos, Charles S.
26
Lucas, André
26
Clark, Todd E.
25
Caballero, Ricardo J.
24
Christensen, Bent Jesper
24
Gil-Alaña, Luis A.
24
Marcellino, Massimiliano
24
Pesaran, M. Hashem
24
Rodriguez, Gabriel
24
Bekaert, Geert
23
Caporin, Massimiliano
23
Christoffersen, Peter F.
23
Spagnolo, Fabio
23
Buch, Claudia M.
22
Christiansen, Charlotte
22
Herwartz, Helmut
22
Bauwens, Luc
21
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2
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55
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15
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12
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Handbook of economic forecasting ; Vol. 1
1
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Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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ECONIS (ZBW)
159
EconStor
5
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1
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:
2
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:
3
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:
4
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:
5
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
6
Political geography and stock market
volatility
: the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
Return-
volatility
nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
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
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:
10
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:
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