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~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~subject:"World"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
United States
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Volatilität
156
Volatility
153
Prognoseverfahren
73
Forecasting model
71
Capital income
62
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62
Börsenkurs
45
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45
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forecasting
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Medeiros, Marcelo C.
McAleer, Michael
143
Chang, Chia-Lin
52
Diebold, Francis X.
52
Caporale, Guglielmo Maria
44
Koopman, Siem Jan
44
Bollerslev, Tim
40
Lux, Thomas
36
Asai, Manabu
30
Pierdzioch, Christian
28
Hafner, Christian M.
26
Härdle, Wolfgang
25
Chiarella, Carl
23
Aizenman, Joshua
22
Bos, Charles S.
22
Christensen, Bent Jesper
22
Hautsch, Nikolaus
22
Lucas, André
22
Davis, Steven J.
21
Bauwens, Luc
20
Dijk, Dick van
20
Fernández-Villaverde, Jesús
20
Merkl, Christian
20
Spagnolo, Nicola
20
Bloom, Nicholas
19
Clark, Todd E.
19
Herwartz, Helmut
19
Pesaran, M. Hashem
19
Bekaert, Geert
18
Mumtaz, Haroon
17
Nielsen, Morten Ørregaard
17
Allen, David E.
16
Clements, Adam
16
Conrad, Christian
16
Rose, Andrew
16
Teräsvirta, Timo
16
Caporin, Massimiliano
15
Engle, Robert F.
15
Haltiwanger, John C.
15
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3
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2
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1
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46
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15
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7
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6
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1
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1
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1
Handbook of economic forecasting ; Vol. 1
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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ECONIS (ZBW)
115
EconStor
2
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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
Return-
volatility
nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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