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~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Medeiros, Marcelo C."
~person:"Pierdzioch, Christian"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
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Volatilität
253
Volatility
240
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101
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91
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90
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86
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74
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forecasting
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Allen, David E.
Andersen, Torben
Medeiros, Marcelo C.
Pierdzioch, Christian
McAleer, Michael
197
Gupta, Rangan
164
Caporale, Guglielmo Maria
93
Bollerslev, Tim
86
Ma, Feng
81
Chang, Chia-Lin
72
Bouri, Elie
66
Diebold, Francis X.
56
Koopman, Siem Jan
56
Asai, Manabu
55
Lux, Thomas
53
Spagnolo, Nicola
48
Bahmani-Oskooee, Mohsen
47
Hautsch, Nikolaus
47
Hammoudeh, Shawkat
44
Caporin, Massimiliano
41
Gil-Alaña, Luis A.
40
Wohar, Mark E.
39
Härdle, Wolfgang
38
Salisu, Afees A.
38
Clements, Adam
37
Hafner, Christian M.
37
Herwartz, Helmut
36
Zhang, Yaojie
36
Kumar, Dilip
35
Dijk, Dick van
34
Kang, Sang Hoon
34
Tiwari, Aviral Kumar
34
Todorov, Viktor
34
Wang, Yudong
34
Engle, Robert F.
33
McMillan, David G.
33
Christiansen, Charlotte
32
Lucas, André
32
Mensi, Walid
32
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30
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30
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30
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7
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6
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2
Energy economics
2
Finance research letters
2
Global COE Hi-Stat discussion paper series
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of risk and financial management : JRFM
2
Tinbergen Institute Discussion Paper
2
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2
American Economic Review papers and proceedings
1
Annals of financial economics
1
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1
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CESifo Working Paper
1
CESifo working papers
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Cahier / Départment de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
169
EconStor
9
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178
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1
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:
2
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:
3
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:
4
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
5
Stock market
volatility
and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
6
Climate risks and stock market
volatility
over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
7
Do U.S. economic conditions at the state level predict the realized
volatility
of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
8
Forecasting the conditional distribution of realized
volatility
of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
Volatility
measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Climate risks and state-level stock-market realized
volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
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