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~subject:"Capital market returns"
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
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Capital market returns
Forecasting model
Volatilität
6,912
Volatility
6,909
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2,232
Theory
2,232
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1,657
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1,657
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McAleer, Michael
63
Gupta, Rangan
43
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18
Lux, Thomas
17
Pierdzioch, Christian
16
Chang, Chia-Lin
15
Diebold, Francis X.
15
Asai, Manabu
14
Clements, Adam
14
Caporin, Massimiliano
12
Christoffersen, Peter F.
11
Salisu, Afees A.
11
Andersen, Torben
10
Carriero, Andrea
10
Clark, Todd E.
10
Dijk, Dick van
10
Marcellino, Massimiliano
10
Medeiros, Marcelo C.
10
Allen, David E.
9
Bonato, Matteo
9
Koopman, Siem Jan
9
Baumeister, Christiane
8
Martin, Gael M.
7
Ҫepni, Oğuzhan
7
Bouri, Elie
6
Craig, Ben R.
6
Gallo, Giampiero M.
6
Hol Uspensky, Eugenie
6
Huber, Florian
6
Karmakar, Sayar
6
Ravazzolo, Francesco
6
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5
Daníelsson, Jón
5
Delle Monache, Davide
5
Ghysels, Eric
5
Liao, Yin
5
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5
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5
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5
Mittnik, Stefan
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Federal Reserve Bank of San Francisco
2
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Svenska Handelshögskolan <Helsinki>
2
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Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
Instituto Valenciano de Investigaciones Económicas
1
National Bureau of Economic Research
1
Rodney L. White Center for Financial Research
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
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Discussion paper / Tinbergen Institute
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Department of Economics working paper series
38
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34
Econometric Institute research papers
27
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25
CREATES research paper
17
Finance and economics discussion series
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13
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13
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12
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12
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10
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10
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9
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8
IES working paper
8
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7
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6
ECARES working paper
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Finmap working paper
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Cambridge working papers in economics
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ECONIS (ZBW)
683
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1
Aggregating sentiment in Europe : the relationship with volatility and returns
Gambarelli, Luca
;
Muzzioli, Silvia
-
2023
Persistent link: https://www.econbiz.de/10014516165
Saved in:
2
Predicting exchange rate in India : a non-parametric causality-in-quantiles approach
Jaiswal, Seema
-
2022
Persistent link: https://www.econbiz.de/10013402148
Saved in:
3
Expectations and term premia in EFSF bond yields
Carriero, Andrea
;
Ricci, Lorenzo
;
Vangelista, Elisabetta
-
2022
Persistent link: https://www.econbiz.de/10013384831
Saved in:
4
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:
5
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:
6
The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634883
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
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
9
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:
10
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
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