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~person:"Bouri, Elie"
~person:"Huang, Zhuo"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Finanzkrise"
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Search: subject:"ARCH model"
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Capital income
Exchange rate
Finanzkrise
ARCH model
68
ARCH-Modell
68
Volatility
58
Volatilität
58
Estimation
26
Kapitaleinkommen
26
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26
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23
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23
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22
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22
Börsenkurs
20
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20
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18
Prognoseverfahren
18
Time series analysis
15
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15
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14
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14
Oil price
12
Ölpreis
12
Risiko
11
Risk
11
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11
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10
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9
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7
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6
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6
Rohstoffderivat
6
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5
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5
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4
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4
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30
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Bouri, Elie
Huang, Zhuo
Gupta, Rangan
35
McAleer, Michael
33
Chang, Chia-Lin
25
Engle, Robert F.
20
Ma, Feng
20
Caporale, Guglielmo Maria
18
Kumar, Dilip
18
Paolella, Marc S.
18
Bauwens, Luc
15
Chiang, Thomas C.
14
McMillan, David G.
14
Hamori, Shigeyuki
13
Mittnik, Stefan
13
Spagnolo, Nicola
13
Floros, Christos
12
Han, Young Wook
12
Herwartz, Helmut
12
Jondeau, Eric
12
Brooks, Robert
11
Elyasiani, Elyas
11
Nguyen, Duc Khuong
11
Teräsvirta, Timo
11
Wu, Xinyu
11
Yoon, Seong-min
11
Bahmani-Oskooee, Mohsen
10
Bollerslev, Tim
10
Funke, Michael
10
Haas, Markus
10
Hansen, Peter Reinhard
10
Kang, Sang Hoon
10
Laurent, Sébastien
10
Mansur, Iqbal
10
Rockinger, Michael
10
Rodriguez, Gabriel
10
Spagnolo, Fabio
10
Tiwari, Aviral Kumar
10
Zhang, Yaojie
10
Asai, Manabu
9
Choudhry, Taufiq
9
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Energy economics
5
Department of Economics working paper series
3
Economic modelling
3
Applied economics
2
Finance research letters
2
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
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1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of emerging market finance
1
Journal of financial econometrics
1
Journal of risk
1
Research in international business and finance
1
Review of economic and business studies
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ECONIS (ZBW)
30
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1
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:
2
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:
3
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
4
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
5
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
7
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
8
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
9
Realized higher-order moments spillovers between commodity and stock markets : evidence from China
Zhang, Hongwei
;
Jin, Chen
;
Bouri, Elie
;
Gao, Wang
;
Xu, Yahua
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014426824
Saved in:
10
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
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