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Volatility
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Gupta, Rangan
209
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198
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98
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98
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89
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83
Pierdzioch, Christian
82
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73
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64
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62
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57
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57
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55
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52
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51
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51
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50
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49
Caporin, Massimiliano
46
Gil-Alaña, Luis A.
46
Lux, Thomas
45
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45
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44
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43
Clements, Adam
43
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43
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42
Hautsch, Nikolaus
42
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42
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42
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41
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40
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40
Mensi, Walid
39
Christoffersen, Peter F.
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38
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37
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37
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International Monetary Fund
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Rodney L. White Center for Financial Research
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Economic modelling
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International review of economics & finance : IREF
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NBER working paper series
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Research in international business and finance
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Journal of international financial markets, institutions & money
143
Applied financial economics
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International journal of forecasting
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124
Journal of risk and financial management : JRFM
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
CESifo working papers
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Journal of financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
102
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International Journal of Energy Economics and Policy : IJEEP
94
The review of financial studies
93
The European journal of finance
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Pacific-Basin finance journal
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
CAMA working paper series
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ECONIS (ZBW)
20,536
RePEc
39
EconStor
29
BASE
2
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1
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1
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
2
Fluctuations in global macro volatility
Leiva-Leon, Danilo
;
Ductor, Lorenzo
-
2019
Persistent link: https://www.econbiz.de/10012116822
Saved in:
3
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
4
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
5
Climate
risk
and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
6
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:
7
Climate risks and U.S. stock-market tail
risk
: a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
9
Predicting extreme daily regime shifts in financial time series exchange/Johannesburg stock exchange : all share index
Makatjane, Katleho
;
Moroke, Ntebogang Dinah
- In:
International Journal of Financial Studies : open …
9
(
2021
)
2
,
pp. 1-18
. These results are also important to
risk
managers and and investors. …
Persistent link: https://www.econbiz.de/10012508859
Saved in:
10
Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models
Bejaoui, Azza
;
Karaa, Adel
- In:
Economic modelling
59
(
2016
),
pp. 529-545
Persistent link: https://www.econbiz.de/10011647922
Saved in:
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