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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:"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
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Volatilität
175
Volatility
172
Capital income
74
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74
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71
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69
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54
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11
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Andersen, Torben
Christoffersen, Peter F.
Diebold, Francis X.
Gupta, Rangan
Medeiros, Marcelo C.
McAleer, Michael
146
Caporale, Guglielmo Maria
71
Chang, Chia-Lin
58
Koopman, Siem Jan
47
Bollerslev, Tim
44
Lux, Thomas
42
Hautsch, Nikolaus
35
Pierdzioch, Christian
35
Spagnolo, Nicola
33
Asai, Manabu
32
Härdle, Wolfgang
31
Bos, Charles S.
26
Hafner, Christian M.
25
Chiarella, Carl
24
Kočenda, Evžen
24
Lucas, André
24
Christensen, Bent Jesper
22
Clark, Todd E.
22
Dijk, Dick van
22
Herwartz, Helmut
22
Aizenman, Joshua
21
Belke, Ansgar
21
Caporin, Massimiliano
21
Davis, Steven J.
21
Gil-Alaña, Luis A.
21
Rodriguez, Gabriel
21
Bauwens, Luc
20
Merkl, Christian
20
Mumtaz, Haroon
20
Clements, Adam
19
Fernández-Villaverde, Jesús
19
Allen, David E.
18
Bloom, Nicholas
18
Christiansen, Charlotte
18
Marcellino, Massimiliano
18
Martin, Gael M.
18
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6
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4
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1
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1
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Department of Economics working paper series
39
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21
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12
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9
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7
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6
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1
Handbook of economic forecasting ; Vol. 1
1
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1
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1
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1
Texto para discussão
1
Working paper
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
136
EconStor
2
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1
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:
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
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
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:
8
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:
9
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:
10
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
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