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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:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Share price"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
ARCH-Modell
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Volatilität
200
Volatility
197
Prognoseverfahren
76
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74
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69
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Härdle, Wolfgang
Medeiros, Marcelo C.
McAleer, Michael
137
Caporale, Guglielmo Maria
58
Chang, Chia-Lin
56
Koopman, Siem Jan
46
Bollerslev, Tim
44
Diebold, Francis X.
43
Lux, Thomas
40
Pierdzioch, Christian
31
Asai, Manabu
29
Hautsch, Nikolaus
29
Spagnolo, Nicola
27
Hafner, Christian M.
25
Lucas, André
24
Bos, Charles S.
23
Christensen, Bent Jesper
23
Chiarella, Carl
22
Davis, Steven J.
21
Dijk, Dick van
21
Fernández-Villaverde, Jesús
20
Herwartz, Helmut
20
Merkl, Christian
20
Bauwens, Luc
19
Bloom, Nicholas
18
Caporin, Massimiliano
18
Clark, Todd E.
18
Conrad, Christian
18
Mumtaz, Haroon
18
Nielsen, Morten Ørregaard
18
Teräsvirta, Timo
18
Aizenman, Joshua
17
Christiansen, Charlotte
17
Clements, Adam
17
Bekaert, Geert
16
Engle, Robert F.
16
Gil-Alaña, Luis A.
16
Karanasos, Menelaos
16
Mittnik, Stefan
16
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42
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16
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14
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8
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7
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1
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1
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1
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1
Handbook of economic forecasting ; Vol. 1
1
IRTG 1792 discussion paper
1
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1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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1
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1
Working paper
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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ECONIS (ZBW)
142
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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