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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:"Schätzung"
~subject:"Theory"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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ARCH-Modell
Measurement
Prognoseverfahren
Schätzung
Theory
Volatility
142
Volatilität
142
Forecasting model
68
Capital income
55
Kapitaleinkommen
55
Börsenkurs
44
Share price
44
Estimation
40
Theorie
39
ARCH model
37
Welt
31
World
31
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29
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29
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27
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27
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25
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25
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22
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20
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14
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8
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Graue Literatur
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111
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106
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1
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1
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English
111
Author
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Andersen, Torben
Gupta, Rangan
Liao, Yin
Medeiros, Marcelo C.
McAleer, Michael
121
Caporale, Guglielmo Maria
43
Chang, Chia-Lin
43
Diebold, Francis X.
39
Koopman, Siem Jan
39
Bollerslev, Tim
38
Lux, Thomas
34
Pierdzioch, Christian
33
Härdle, Wolfgang
32
Asai, Manabu
26
Merkl, Christian
25
Hafner, Christian M.
24
Hautsch, Nikolaus
24
Herwartz, Helmut
22
Lucas, André
22
Clark, Todd E.
21
Chiarella, Carl
20
Clements, Adam
20
Dijk, Dick van
20
Bauwens, Luc
19
Belke, Ansgar
19
Fernández-Villaverde, Jesús
19
Marcellino, Massimiliano
19
Caporin, Massimiliano
18
Mumtaz, Haroon
18
Rodriguez, Gabriel
18
Spagnolo, Nicola
18
Bos, Charles S.
17
Carriero, Andrea
17
Allen, David E.
16
Chan, Joshua
16
Christensen, Bent Jesper
16
Christoffersen, Peter F.
16
Conrad, Christian
16
Engle, Robert F.
15
Gil-Alaña, Luis A.
15
Meddahi, Nour
15
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The Wharton Financial Institutions Center
2
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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
47
Working paper / National Bureau of Economic Research, Inc.
11
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
9
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5
CFS working paper series
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1
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1
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1
Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
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1
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ECONIS (ZBW)
EconStor
4
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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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