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~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~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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Volatility
179
Volatilität
179
Theory
66
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65
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61
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55
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Härdle, Wolfgang
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
33
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
Fernández-Villaverde, Jesús
20
Merkl, Christian
20
Bauwens, Luc
19
Herwartz, Helmut
19
Medeiros, Marcelo C.
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.
15
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45
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15
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ECONIS (ZBW)
131
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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
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:
6
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:
7
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:
8
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:
9
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:
10
Climate risks and prediction of sectoral REITs
volatility
: international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
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