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~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Liao, Yin"
~person:"Lucas, André"
~person:"Medeiros, Marcelo C."
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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ARCH-Modell
Measurement
Prognoseverfahren
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Volatilität
189
Volatility
186
Forecasting model
78
Capital income
72
Kapitaleinkommen
72
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62
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50
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49
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132
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Liao, Yin
Lucas, André
Medeiros, Marcelo C.
McAleer, Michael
120
Chang, Chia-Lin
42
Lux, Thomas
41
Koopman, Siem Jan
40
Diebold, Francis X.
36
Bollerslev, Tim
34
Pierdzioch, Christian
28
Asai, Manabu
26
Härdle, Wolfgang
26
Hafner, Christian M.
23
Caporale, Guglielmo Maria
22
Herwartz, Helmut
21
Clark, Todd E.
20
Clements, Adam
20
Bauwens, Luc
19
Dijk, Dick van
19
Caporin, Massimiliano
18
Conrad, Christian
18
Fernández-Villaverde, Jesús
18
Merkl, Christian
18
Bos, Charles S.
17
Chiarella, Carl
17
Christensen, Bent Jesper
17
Carriero, Andrea
16
Marcellino, Massimiliano
16
Teräsvirta, Timo
16
Mittnik, Stefan
15
Silvennoinen, Annastiina
15
Engle, Robert F.
14
Hansen, Peter Reinhard
14
Meddahi, Nour
14
Agénor, Pierre-Richard
13
Aizenman, Joshua
13
Allen, David E.
13
Hautsch, Nikolaus
13
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3
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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
43
Discussion paper / Tinbergen Institute
18
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11
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8
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ECONIS (ZBW)
129
EconStor
3
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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
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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