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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:"Theorie"
~subject:"United States"
~subject:"Welt"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
ARCH-Modell
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United States
Welt
Volatilität
200
Volatility
197
Prognoseverfahren
76
Forecasting model
74
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69
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66
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Härdle, Wolfgang
Medeiros, Marcelo C.
McAleer, Michael
147
Chang, Chia-Lin
53
Diebold, Francis X.
52
Caporale, Guglielmo Maria
47
Koopman, Siem Jan
44
Bollerslev, Tim
40
Lux, Thomas
36
Asai, Manabu
30
Pierdzioch, Christian
28
Hafner, Christian M.
27
Aizenman, Joshua
25
Chiarella, Carl
23
Bos, Charles S.
22
Christensen, Bent Jesper
22
Hautsch, Nikolaus
22
Lucas, André
22
Spagnolo, Nicola
22
Davis, Steven J.
21
Bauwens, Luc
20
Dijk, Dick van
20
Fernández-Villaverde, Jesús
20
Merkl, Christian
20
Bloom, Nicholas
19
Clark, Todd E.
19
Herwartz, Helmut
19
Pesaran, M. Hashem
19
Allen, David E.
18
Bekaert, Geert
18
Mumtaz, Haroon
17
Nielsen, Morten Ørregaard
17
Clements, Adam
16
Conrad, Christian
16
Huber, Florian
16
Rose, Andrew
16
Teräsvirta, Timo
16
Caporin, Massimiliano
15
Engle, Robert F.
15
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3
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2
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1
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46
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15
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12
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7
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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
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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)
140
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
Return-
volatility
nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
6
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:
7
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
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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