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~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Theory"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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ARCH-Modell
Measurement
Prognoseverfahren
Risiko
Theory
Volatility
142
Volatilität
142
Forecasting model
68
Capital income
55
Kapitaleinkommen
55
Börsenkurs
44
Share price
44
Estimation
40
Schätzung
40
Theorie
39
ARCH model
37
Welt
31
World
31
Aktienmarkt
29
Stock market
29
USA
27
United States
27
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25
Time series analysis
22
Zeitreihenanalyse
22
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20
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14
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14
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14
Prognose
14
Stochastic process
14
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14
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11
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11
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9
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9
GARCH-MIDAS
8
Statistical distribution
8
Statistische Verteilung
8
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7
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90
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6
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Graue Literatur
Working Paper
Arbeitspapier
106
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103
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1
Collection of articles of several authors
1
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1
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English
106
Author
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Andersen, Torben
Gupta, Rangan
Liao, Yin
Medeiros, Marcelo C.
McAleer, Michael
117
Chang, Chia-Lin
43
Diebold, Francis X.
36
Koopman, Siem Jan
35
Bollerslev, Tim
34
Lux, Thomas
34
Caporale, Guglielmo Maria
30
Pierdzioch, Christian
28
Härdle, Wolfgang
27
Asai, Manabu
25
Clark, Todd E.
23
Hafner, Christian M.
21
Clements, Adam
20
Lucas, André
20
Bauwens, Luc
19
Carriero, Andrea
19
Dijk, Dick van
19
Herwartz, Helmut
19
Marcellino, Massimiliano
19
Fernández-Villaverde, Jesús
18
Merkl, Christian
18
Caporin, Massimiliano
17
Chiarella, Carl
17
Christensen, Bent Jesper
17
Mumtaz, Haroon
16
Bloom, Nicholas
15
Bos, Charles S.
15
Christoffersen, Peter F.
14
Engle, Robert F.
14
Hansen, Peter Reinhard
14
Meddahi, Nour
14
Pesaran, M. Hashem
14
Agénor, Pierre-Richard
13
Aizenman, Joshua
13
Daníelsson, Jón
13
Hautsch, Nikolaus
13
Lütkepohl, Helmut
13
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The Wharton Financial Institutions Center
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
University of Canterbury / Dept. of Economics and Finance
1
Université de Montréal / Département de sciences économiques
1
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Department of Economics working paper series
46
Working paper / National Bureau of Economic Research, Inc.
10
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
8
CREATES research paper
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Econometric Institute research papers
3
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3
Finmap working paper
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3
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2
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2
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2
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2
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
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1
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1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers / University of Connecticut, Department of Economics
1
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ECONIS (ZBW)
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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