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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"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
ARCH-Modell
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Volatilität
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Volatility
215
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79
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76
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Herwartz, Helmut
Härdle, Wolfgang
Medeiros, Marcelo C.
McAleer, Michael
104
Chang, Chia-Lin
42
Koopman, Siem Jan
41
Diebold, Francis X.
38
Lux, Thomas
35
Bollerslev, Tim
33
Hafner, Christian M.
24
Asai, Manabu
23
Caporale, Guglielmo Maria
23
Bos, Charles S.
22
Christensen, Bent Jesper
21
Lucas, André
21
Merkl, Christian
20
Bauwens, Luc
19
Chiarella, Carl
19
Pierdzioch, Christian
18
Fernández-Villaverde, Jesús
17
Hautsch, Nikolaus
17
Nielsen, Morten Ørregaard
17
Teräsvirta, Timo
16
Clements, Adam
15
Hansen, Peter Reinhard
15
Mittnik, Stefan
15
Silvennoinen, Annastiina
15
Conrad, Christian
14
Dijk, Dick van
14
Mumtaz, Haroon
14
Agénor, Pierre-Richard
13
Aizenman, Joshua
13
Engle, Robert F.
13
Martin, Gael M.
13
Yu, Jun
13
Caporin, Massimiliano
12
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12
Clark, Todd E.
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23
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11
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6
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1
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1
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ECONIS (ZBW)
116
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
10
Climate risks and stock market
volatility
over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
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