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~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Serletis, Apostolos"
~subject:"Estimation"
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Search: subject:"ARCH model"
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Estimation
ARCH model
189
ARCH-Modell
189
Volatility
149
Volatilität
149
Schätzung
57
Forecasting model
56
Prognoseverfahren
56
Capital income
47
Kapitaleinkommen
47
Oil price
47
Ölpreis
47
Welt
44
World
44
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37
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37
Börsenkurs
36
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36
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32
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32
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30
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30
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28
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28
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24
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14
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14
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13
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13
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English
57
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Chang, Chia-Lin
Gupta, Rangan
Serletis, Apostolos
McAleer, Michael
47
Kumar, Dilip
20
Herwartz, Helmut
18
Ma, Feng
17
Paolella, Marc S.
17
Bouri, Elie
15
Conrad, Christian
13
Antonakakis, Nikolaos
12
Bauwens, Luc
12
Karanasos, Menelaos
12
Koopman, Siem Jan
12
Caporin, Massimiliano
11
Hafner, Christian M.
11
Huang, Zhuo
11
Malik, Farooq
11
Miller, Stephen M.
11
Mittnik, Stefan
11
Wu, Xinyu
11
Brooks, Robert
10
Chiang, Thomas C.
10
Floros, Christos
10
Tiwari, Aviral Kumar
10
Yoon, Seong-min
10
Bahmani-Oskooee, Mohsen
9
Bollerslev, Tim
9
Caporale, Guglielmo Maria
9
Chen, Cathy W. S.
9
Engle, Robert F.
9
Haas, Markus
9
Hamori, Shigeyuki
9
Jawadi, Fredj
9
Silvennoinen, Annastiina
9
Trojani, Fabio
9
Ardia, David
8
Balcilar, Mehmet
8
Francq, Christian
8
Hautsch, Nikolaus
8
Nonejad, Nima
8
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University of Canterbury / Dept. of Economics and Finance
2
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Econometric Institute research papers
9
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6
The North American journal of economics and finance : a journal of financial economics studies
5
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5
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2
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
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1
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1
Economics and Business Letters : EBL
1
Emerging markets review
1
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1
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1
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1
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1
International journal of forecasting
1
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1
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1
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1
Journal of multinational financial management
1
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1
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1
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1
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ECONIS (ZBW)
57
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1
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
Saved in:
2
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:
3
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:
4
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:
5
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
6
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
7
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
8
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:
9
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
10
The complex relationship between inflation and equity returns
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10012798614
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