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~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Textbook"
~type_genre:"Working Paper"
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ARCH model
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Volatilität
193
Volatility
191
Prognoseverfahren
71
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Härdle, Wolfgang
Medeiros, Marcelo C.
McAleer, Michael
142
Chang, Chia-Lin
51
Koopman, Siem Jan
46
Bollerslev, Tim
43
Diebold, Francis X.
43
Lux, Thomas
38
Asai, Manabu
33
Caporale, Guglielmo Maria
33
Pierdzioch, Christian
31
Dijk, Dick van
26
Hafner, Christian M.
24
Hautsch, Nikolaus
23
Bos, Charles S.
22
Chiarella, Carl
22
Christensen, Bent Jesper
22
Lucas, André
22
Clark, Todd E.
21
Clements, Adam
20
Merkl, Christian
20
Bauwens, Luc
19
Herwartz, Helmut
19
Fernández-Villaverde, Jesús
18
Caporin, Massimiliano
17
Conrad, Christian
17
Marcellino, Massimiliano
17
Nielsen, Morten Ørregaard
17
Carriero, Andrea
16
Davis, Steven J.
16
Engle, Robert F.
16
Mumtaz, Haroon
16
Teräsvirta, Timo
16
Haltiwanger, John C.
15
Hansen, Peter Reinhard
15
Huber, Florian
15
Martin, Gael M.
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Department of Economics working paper series
37
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15
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13
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9
CREATES research paper
7
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7
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
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1
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1
Handbook of economic forecasting ; Vol. 1
1
IRTG 1792 discussion paper
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series / European Central Bank ; Eurosystem
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ECONIS (ZBW)
139
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
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:
6
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:
7
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:
8
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:
9
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
10
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
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