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Search: subject:"GARCH-MIDAS"
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Volatility
109
Volatilität
108
GARCH-MIDAS
96
ARCH-Modell
74
ARCH model
72
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60
Prognoseverfahren
60
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45
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44
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37
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30
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20
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10
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116
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138
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6
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Conrad, Christian
17
Gupta, Rangan
16
Salisu, Afees A.
16
Ma, Feng
8
Yin, Libo
8
Wang, Lu
7
Bouri, Elie
6
Loch, Karin
6
Ogbonna, Ahamuefula Ephraim
6
Liang, Chao
5
Rittler, Daniel
5
Awartani, Basel
4
Candila, Vincenzo
4
Fang, Libing
4
Fang, Tong
4
Javed, Farrukh
4
Ji, Qiang
4
Su, Zhi
4
Zhang, Li
4
Zhou, Yimin
4
Amendola, Alessandra
3
Benkraiem, Ramzi
3
Ghani, Maria
3
Kleen, Onno
3
Li, Xiafei
3
Liu, Jing
3
Lu, Xinjie
3
Raza, Syed Ali
3
Schienle, Melanie
3
Stürmer, Karin
3
Virk, Nader Shahzad
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Wei, Yu
3
Yu, Honghai
3
Asgharian, Hossein
2
Cai, Huan
2
Cepni, Oguzhan
2
Chen, Zhonglu
2
Christiansen, Charlotte
2
Custovic, Anessa
2
Deng, Chengtao
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Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
2
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
1
Institute for Prospective Technological Studies (IPTS), Joint Research Centre
1
School of Economics and Management, University of Aarhus
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Finance research letters
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9
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9
International review of economics & finance : IREF
7
International review of financial analysis
7
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4
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4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
2
Global finance journal
2
International journal of forecasting
2
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2
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Economics: The Open-Access, Open-Assessment E-Journal
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy Reports
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Financial innovation : FIN
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Global business review
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Han gug gae bal yeon gu
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ECONIS (ZBW)
127
EconStor
12
RePEc
6
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1
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:
2
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:
3
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:
4
Energy market uncertainties and gold return volatility : a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
5
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a
GARCH-MIDAS
model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
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:
7
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
8
Revisiting financial volatility in the Indonesian Islamic stock market :
GARCH-MIDAS
approach
Danila, Nevi
- In:
Journal of Indonesian economy & business
38
(
2023
)
2
,
pp. 166-177
Persistent link: https://www.econbiz.de/10014288350
Saved in:
9
Forecasting stock market volatility with regime-switching
GARCH-MIDAS
: the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
10
Testing the forecasting power of global economic conditions for the volatility of international REITs using a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
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