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~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Härdle, Wolfgang"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
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215
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Herwartz, Helmut
Härdle, Wolfgang
Medeiros, Marcelo C.
McAleer, Michael
127
Chang, Chia-Lin
50
Koopman, Siem Jan
46
Diebold, Francis X.
45
Bollerslev, Tim
42
Lux, Thomas
36
Caporale, Guglielmo Maria
34
Asai, Manabu
30
Hautsch, Nikolaus
26
Hafner, Christian M.
24
Bos, Charles S.
22
Chiarella, Carl
22
Christensen, Bent Jesper
22
Lucas, André
22
Pierdzioch, Christian
22
Dijk, Dick van
20
Fernández-Villaverde, Jesús
20
Merkl, Christian
20
Bauwens, Luc
19
Clark, Todd E.
18
Conrad, Christian
18
Davis, Steven J.
17
Nielsen, Morten Ørregaard
17
Caporin, Massimiliano
16
Mumtaz, Haroon
16
Teräsvirta, Timo
16
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
Bekaert, Geert
14
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14
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15
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11
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1
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1
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1
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1
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1
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1
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Handbook of economic forecasting ; Vol. 1
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ECONIS (ZBW)
138
EconStor
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21
Real-time forecast of DSGE models with time-varying
volatility
in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
22
Bitcoin prices and the realized
volatility
of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
23
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
24
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
25
Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen
;
Ҫepni, Oğuzhan
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013469716
Saved in:
26
Forecasting stock returns
volatility
of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
27
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
28
Forecasting output growth of advanced economies over eight centuries : the role of gold market
volatility
as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
29
The effect of macroeconomic uncertainty on housing returns and
volatility
: evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
30
Conventional and unconventional monetary policy rate uncertainty and stock market
volatility
: a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
Saved in:
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