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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:"Zeitreihenanalyse"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
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Volatilität
157
Volatility
154
Prognoseverfahren
74
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72
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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
133
Koopman, Siem Jan
53
Chang, Chia-Lin
51
Caporale, Guglielmo Maria
47
Diebold, Francis X.
43
Bollerslev, Tim
41
Lux, Thomas
40
Asai, Manabu
31
Härdle, Wolfgang
29
Lucas, André
26
Hautsch, Nikolaus
25
Bos, Charles S.
24
Hafner, Christian M.
24
Dijk, Dick van
23
Chiarella, Carl
22
Christensen, Bent Jesper
22
Fernández-Villaverde, Jesús
22
Pierdzioch, Christian
22
Gil-Alaña, Luis A.
20
Herwartz, Helmut
20
Merkl, Christian
20
Bauwens, Luc
19
Clark, Todd E.
19
Caporin, Massimiliano
18
Conrad, Christian
18
Mumtaz, Haroon
18
Nielsen, Morten Ørregaard
18
Rubio-Ramírez, Juan Francisco
17
Teräsvirta, Timo
17
Clements, Adam
16
Davis, Steven J.
16
Engle, Robert F.
16
Martin, Gael M.
16
Rodriguez, Gabriel
16
Yu, Jun
16
Haltiwanger, John C.
15
Hansen, Peter Reinhard
15
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2
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1
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31
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15
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8
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1
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1
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ECONIS (ZBW)
104
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
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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