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~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatilität
184
Volatility
180
Prognoseverfahren
73
Forecasting model
71
Capital income
63
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63
Theory
56
Schätzung
55
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53
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Forecast
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11
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11
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10
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100
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122
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136
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117
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123
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Hafner, Christian M.
Medeiros, Marcelo C.
McAleer, Michael
125
Chang, Chia-Lin
50
Koopman, Siem Jan
44
Diebold, Francis X.
43
Bollerslev, Tim
40
Lux, Thomas
36
Caporale, Guglielmo Maria
33
Asai, Manabu
29
Härdle, Wolfgang
25
Bos, Charles S.
22
Chiarella, Carl
22
Christensen, Bent Jesper
22
Hautsch, Nikolaus
22
Lucas, André
22
Pierdzioch, Christian
22
Dijk, Dick van
20
Fernández-Villaverde, Jesús
20
Merkl, Christian
20
Bauwens, Luc
19
Herwartz, Helmut
19
Clark, Todd E.
18
Nielsen, Morten Ørregaard
17
Conrad, Christian
16
Davis, Steven J.
16
Mumtaz, Haroon
16
Teräsvirta, Timo
16
Caporin, Massimiliano
15
Clements, Adam
15
Engle, Robert F.
15
Haltiwanger, John C.
15
Hansen, Peter Reinhard
15
Mittnik, Stefan
15
Rubio-Ramírez, Juan Francisco
15
Silvennoinen, Annastiina
15
Guerrón-Quintana, Pablo A.
14
Lettau, Martin
14
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3
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2
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2
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1
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1
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Department of Economics working paper series
30
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15
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7
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6
Econometric Institute research papers
6
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6
CREATES research paper
5
CFS working paper series
4
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3
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3
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3
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2
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2
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2
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2
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1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
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1
Economics Working Paper
1
Economics discussion papers
1
Economics working paper
1
Handbook of economic forecasting ; Vol. 1
1
Papers
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
SFB 649 Discussion Paper
1
Staff working paper / Bank of Canada
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
1
Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
118
EconStor
5
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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
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:
7
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:
8
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:
9
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:
10
Technological shocks and stock market
volatility
over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
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