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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:"United States"
~type_genre:"Working Paper"
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ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatilität
219
Volatility
215
Theory
78
Prognoseverfahren
76
Schätzung
75
Forecasting model
74
Estimation
73
Capital income
67
Kapitaleinkommen
67
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65
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64
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47
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45
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40
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32
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32
Welt
31
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31
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30
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30
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28
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28
Risiko
26
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26
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22
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Forecasting
20
Nichtparametrisches Verfahren
17
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16
Climate change
14
Klimawandel
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Aktienindex
12
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12
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138
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133
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142
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Herwartz, Helmut
Härdle, Wolfgang
Medeiros, Marcelo C.
McAleer, Michael
124
Chang, Chia-Lin
50
Koopman, Siem Jan
44
Diebold, Francis X.
42
Bollerslev, Tim
39
Lux, Thomas
36
Caporale, Guglielmo Maria
33
Asai, Manabu
28
Hafner, Christian M.
24
Bos, Charles S.
22
Chiarella, Carl
22
Christensen, Bent Jesper
22
Hautsch, Nikolaus
22
Pierdzioch, Christian
22
Lucas, André
21
Dijk, Dick van
20
Fernández-Villaverde, Jesús
20
Merkl, Christian
20
Bauwens, Luc
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
Marcellino, Massimiliano
14
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6
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3
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2
Econometrisch Instituut <Rotterdam>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Université de Montréal / Département de sciences économiques
1
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Department of Economics working paper series
31
Working paper / National Bureau of Economic Research, Inc.
15
SFB 649 discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Working papers / Financial Institutions Center
7
Discussion papers of interdisciplinary research project 373
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
CREATES research paper
5
Econometric Institute research papers
5
CFS working paper series
4
CORE discussion paper : DP
3
Financial Institutions Center
3
Finmap working paper
3
Economics working paper
2
Global COE Hi-Stat discussion paper series
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2
Texto para discussão
2
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2
Working papers / Rodney L. White Center for Financial Research
2
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
CORE discussion papers : DP
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cege discussion paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economics Working Paper
1
Economics discussion papers
1
IRTG 1792 discussion paper
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
SFB 373 Discussion Paper
1
Staff working paper / Bank of Canada
1
Technical working paper / National Bureau of Economic Research
1
Working paper
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
1
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ECONIS (ZBW)
138
EconStor
4
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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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