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~person:"Gupta, Rangan"
~person:"Robinson, Peter M."
~person:"Swanson, Norman R."
~subject:"ARCH model"
~subject:"Causality analysis"
~subject:"Time series analysis"
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ARCH model
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Gupta, Rangan
Robinson, Peter M.
Swanson, Norman R.
Gil-Alaña, Luis A.
166
Caporale, Guglielmo Maria
120
McAleer, Michael
102
Phillips, Peter C. B.
83
Teräsvirta, Timo
75
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72
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55
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53
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51
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48
Miller, Stephen M.
45
Balcilar, Mehmet
44
Nielsen, Morten Ørregaard
43
Ma, Feng
42
Chang, Chia-Lin
40
Granger, C. W. J.
40
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Smyth, Russell
38
Engle, Robert F.
37
Lechner, Michael
36
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33
Pesaran, M. Hashem
33
Jusélius, Katarina
32
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31
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31
Shephard, Neil G.
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Taylor, Robert
31
Billio, Monica
30
Bouri, Elie
30
Hammoudeh, Shawkat
29
Mills, Terence C.
29
Allen, David E.
28
Hafner, Christian M.
28
Haldrup, Niels
28
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28
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28
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ECONIS (ZBW)
220
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1
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
2
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:
3
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:
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
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:
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
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:
9
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:
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
Saved in:
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