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~person:"Gupta, Rangan"
~person:"Rausser, Gordon C."
~subject:"ARCH-Modell"
~subject:"Volatility"
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ARCH-Modell
Volatility
USA
176
United States
176
Forecasting model
170
Prognoseverfahren
170
Estimation
160
Schätzung
160
Theorie
143
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143
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142
Social and Behavioral Sciences
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102
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English
147
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Gupta, Rangan
Rausser, Gordon C.
McAleer, Michael
138
Caporale, Guglielmo Maria
60
Chang, Chia-Lin
58
Bouri, Elie
51
Pierdzioch, Christian
51
Hammoudeh, Shawkat
50
Ma, Feng
50
Bahmani-Oskooee, Mohsen
46
Tiwari, Aviral Kumar
44
Teräsvirta, Timo
37
Bollerslev, Tim
36
Mensi, Walid
34
Engle, Robert F.
33
Lux, Thomas
33
Salisu, Afees A.
33
Spagnolo, Nicola
32
Conrad, Christian
31
Wohar, Mark E.
31
Caporin, Massimiliano
30
Demirer, Rıza
30
Allen, David E.
29
Shephard, Neil G.
29
Karanasos, Menelaos
28
Kang, Sang Hoon
27
Gil-Alaña, Luis A.
26
Hafner, Christian M.
26
Hegerty, Scott W.
26
Miller, Stephen M.
26
Asai, Manabu
25
Balcilar, Mehmet
25
Wang, Yudong
24
McMillan, David G.
23
Mumtaz, Haroon
23
Xuan Vinh Vo
23
Aizenman, Joshua
22
Chevallier, Julien
22
Chiarella, Carl
22
Christoffersen, Peter F.
22
Hamori, Shigeyuki
22
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Department of Economics, Faculty of Economic and Management Sciences
2
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Department of Economics working paper series
57
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
Applied economics
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
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3
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3
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2
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ECONIS (ZBW)
147
RePEc
2
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1
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149
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
8
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
9
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:
10
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:
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