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~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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ARCH-Modell
Measurement
Prognoseverfahren
Theory
Volatilität
144
Volatility
141
Forecasting model
66
Capital income
54
Kapitaleinkommen
54
Börsenkurs
45
Share price
44
Schätzung
41
Estimation
40
Theorie
39
ARCH model
36
Welt
30
World
30
Aktienmarkt
29
Stock market
29
USA
27
United States
26
Risiko
23
Risk
23
Zeitreihenanalyse
23
Time series analysis
22
Forecasting
20
Forecast
14
Prognose
14
Stochastic process
14
Stochastischer Prozess
14
Climate change
13
Klimawandel
13
Oil price
11
Ölpreis
11
Realized volatility
10
forecasting
10
Exchange rate
9
Wechselkurs
9
Aktienindex
8
Statistical distribution
8
Statistische Verteilung
8
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Free
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Book / Working Paper
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Graue Literatur
Working Paper
Arbeitspapier
96
Non-commercial literature
93
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1
Collection of articles of several authors
1
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1
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English
99
Author
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Andersen, Torben
Gupta, Rangan
Liao, Yin
Medeiros, Marcelo C.
McAleer, Michael
120
Chang, Chia-Lin
42
Lux, Thomas
41
Koopman, Siem Jan
40
Diebold, Francis X.
36
Bollerslev, Tim
34
Pierdzioch, Christian
28
Asai, Manabu
26
Härdle, Wolfgang
26
Hafner, Christian M.
23
Caporale, Guglielmo Maria
22
Herwartz, Helmut
21
Clark, Todd E.
20
Clements, Adam
20
Lucas, André
20
Bauwens, Luc
19
Dijk, Dick van
19
Caporin, Massimiliano
18
Conrad, Christian
18
Fernández-Villaverde, Jesús
18
Merkl, Christian
18
Bos, Charles S.
17
Chiarella, Carl
17
Christensen, Bent Jesper
17
Carriero, Andrea
16
Marcellino, Massimiliano
16
Teräsvirta, Timo
16
Mittnik, Stefan
15
Silvennoinen, Annastiina
15
Christoffersen, Peter F.
14
Engle, Robert F.
14
Hansen, Peter Reinhard
14
Meddahi, Nour
14
Agénor, Pierre-Richard
13
Aizenman, Joshua
13
Allen, David E.
13
Hautsch, Nikolaus
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
41
Working paper / National Bureau of Economic Research, Inc.
9
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
8
Working papers / Financial Institutions Center
4
CFS working paper series
3
CREATES research paper
3
Econometric Institute research papers
3
Financial Institutions Center
3
Finmap working paper
3
Texto para discussão
3
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3
Global COE Hi-Stat discussion paper series
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
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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 / Federal Reserve Bank of Chicago
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers in economics and econometrics
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ECONIS (ZBW)
96
EconStor
3
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1
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:
2
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
10
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:
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