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~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Diebold, Francis X."
~person:"Gupta, Rangan"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Finanzmarkt"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"United States"
~subject:"Wechselkurs"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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ARCH model
Börsenkurs
Finanzmarkt
Measurement
Monte-Carlo-Simulation
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Theorie
United States
Wechselkurs
Volatilität
184
Volatility
180
Capital income
78
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78
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77
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75
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57
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46
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Andersen, Torben
Christoffersen, Peter F.
Diebold, Francis X.
Gupta, Rangan
Medeiros, Marcelo C.
McAleer, Michael
147
Caporale, Guglielmo Maria
82
Chang, Chia-Lin
58
Koopman, Siem Jan
47
Bollerslev, Tim
44
Spagnolo, Nicola
44
Lux, Thomas
42
Pierdzioch, Christian
38
Hautsch, Nikolaus
36
Asai, Manabu
32
Härdle, Wolfgang
31
Bos, Charles S.
26
Hafner, Christian M.
25
Kočenda, Evžen
25
Chiarella, Carl
24
Lucas, André
24
Christensen, Bent Jesper
22
Clark, Todd E.
22
Dijk, Dick van
22
Herwartz, Helmut
22
Aizenman, Joshua
21
Bekaert, Geert
21
Belke, Ansgar
21
Caporin, Massimiliano
21
Davis, Steven J.
21
Fernández-Villaverde, Jesús
21
Gil-Alaña, Luis A.
21
Rodriguez, Gabriel
21
Bauwens, Luc
20
Merkl, Christian
20
Mumtaz, Haroon
20
Clements, Adam
19
Allen, David E.
18
Bloom, Nicholas
18
Christiansen, Charlotte
18
Marcellino, Massimiliano
18
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6
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4
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1
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46
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23
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13
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7
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Handbook of economic forecasting ; Vol. 1
1
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1
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1
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ECONIS (ZBW)
151
EconStor
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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
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
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:
9
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:
10
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:
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