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~person:"Andersen, Torben"
~person:"De Veirman, Emmanuel"
~person:"Döpke, Jörg"
~person:"Gupta, Rangan"
~person:"Lux, Thomas"
~person:"Medeiros, Marcelo C."
~person:"Stüber, Heiko"
~subject:"Measurement"
~subject:"Profit"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Andersen, Torben
De Veirman, Emmanuel
Döpke, Jörg
Gupta, Rangan
Lux, Thomas
Medeiros, Marcelo C.
Stüber, Heiko
McAleer, Michael
50
Caporale, Guglielmo Maria
29
Hautsch, Nikolaus
29
Pierdzioch, Christian
29
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20
Belke, Ansgar
19
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16
Asai, Manabu
14
Bollerslev, Tim
14
Bos, Charles S.
14
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14
Mumtaz, Haroon
14
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13
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11
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10
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10
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10
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9
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ECONIS (ZBW)
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EconStor
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1
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
2
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
3
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
4
Forecasting
volatility
of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
5
Stock market
volatility
and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
6
Forecasting the conditional distribution of realized
volatility
of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
7
Do climate risks predict US housing returns and
volatility
? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
8
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
9
Climate risks and state-level stock-market realized
volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
10
Bitcoin prices and the realized
volatility
of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
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