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~person:"Asai, Manabu"
~person:"Billio, Monica"
~person:"Gupta, Rangan"
~person:"Kanbur, Ravi"
~person:"McAleer, Michael"
~person:"Tirole, Jean"
~subject:"ARCH-Modell"
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ARCH-Modell
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392
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276
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231
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Asai, Manabu
Billio, Monica
Gupta, Rangan
Kanbur, Ravi
McAleer, Michael
Tirole, Jean
Ma, Feng
35
Teräsvirta, Timo
34
Chang, Chia-Lin
29
Conrad, Christian
27
Bouri, Elie
25
Caporale, Guglielmo Maria
22
Karanasos, Menelaos
22
Engle, Robert F.
20
Hafner, Christian M.
19
Caporin, Massimiliano
17
Hammoudeh, Shawkat
17
Allen, David E.
15
Salisu, Afees A.
15
Wei, Yu
15
Hamori, Shigeyuki
14
Herwartz, Helmut
14
Rahbek, Anders
14
Shephard, Neil G.
14
Tiwari, Aviral Kumar
14
Zhang, Yaojie
14
Meitz, Mika
13
Saikkonen, Pentti
13
Zagaglia, Paolo
13
Kumar, Dilip
12
Rombouts, Jeroen V. K.
12
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12
Silvennoinen, Annastiina
12
Weber, Enzo
12
Yoon, Seong-min
12
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11
Liang, Chao
11
Mensi, Walid
11
Miller, Stephen M.
11
Polasek, Wolfgang
11
Sheppard, Kevin
11
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11
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ECONIS (ZBW)
130
EconStor
1
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1
Measuring risk in environmental finance
Hoti, Suhejla
;
McAleer, Michael
;
Pauwels, Laurent L.
- In:
Journal of economic surveys
21
(
2007
)
5
,
pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
Saved in:
2
Modelling environmental risk
Hoti, Suhejla
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396335
Saved in:
3
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:
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
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
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
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
9
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:
10
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
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