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~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~subject:"EU countries"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Wechselkurs"
~type_genre:"Non-commercial literature"
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Volatility
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Caporale, Guglielmo Maria
Gupta, Rangan
McAleer, Michael
37
Pierdzioch, Christian
24
Lux, Thomas
22
Bollerslev, Tim
21
Belke, Ansgar
19
Diebold, Francis X.
19
Spagnolo, Nicola
19
Spagnolo, Fabio
15
Clements, Adam
14
Andersen, Torben
13
Kočenda, Evžen
13
Dijk, Dick van
12
Marcellino, Massimiliano
12
Asai, Manabu
11
Gil-Alaña, Luis A.
11
Bauwens, Luc
10
Caporin, Massimiliano
10
Chang, Chia-Lin
10
Gros, Daniel
10
Koopman, Siem Jan
10
Medeiros, Marcelo C.
10
Salisu, Afees A.
10
Bonato, Matteo
9
Carriero, Andrea
9
Clark, Todd E.
9
Herwartz, Helmut
9
Lanne, Markku
9
Sarno, Lucio
9
Baumeister, Christiane
8
Christoffersen, Peter F.
8
Devereux, Michael B.
8
Huber, Florian
8
Härdle, Wolfgang
8
Pesaran, M. Hashem
8
Rime, Dagfinn
8
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8
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8
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ECONIS (ZBW)
76
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
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