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~person:"Wohar, Mark E."
~subject:"Forecasting model"
~subject:"Nonparametric statistics"
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Search: subject:"Volatilität"
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Forecasting model
Nonparametric statistics
Volatility
55
Volatilität
55
Börsenkurs
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25
Estimation
24
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24
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Wohar, Mark E.
Gupta, Rangan
118
Ma, Feng
77
Bollerslev, Tim
61
McAleer, Michael
47
Diebold, Francis X.
45
Pierdzioch, Christian
44
Zhang, Yaojie
37
Clark, Todd E.
31
Wang, Yudong
31
Liang, Chao
30
Wei, Yu
29
Andersen, Torben
27
Lux, Thomas
27
Bouri, Elie
25
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
Salisu, Afees A.
24
Todorov, Viktor
23
Gallo, Giampiero M.
21
Wang, Jiqian
21
Asai, Manabu
20
Degiannakis, Stavros
20
Engle, Robert F.
20
Medeiros, Marcelo C.
20
Renò, Roberto
20
Carriero, Andrea
19
Demirer, Rıza
19
Härdle, Wolfgang
18
Marcellino, Massimiliano
18
Patton, Andrew J.
18
Balcilar, Mehmet
17
Bonato, Matteo
17
Ghysels, Eric
17
Lu, Xinjie
17
Maheu, John M.
17
Molnár, Peter
17
Chan, Joshua
16
Dijk, Dick van
16
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The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
2
The European journal of finance
2
Department of Economics working paper series
1
Economics and Business Letters : EBL
1
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ECONIS (ZBW)
15
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1
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
2
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
3
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
4
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
5
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
6
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
7
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
8
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
10
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
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