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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~subject:"Volatility"
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Zeitreihenanalyse
Volatility
Schätzung
392
Estimation
390
Forecasting model
107
Prognoseverfahren
107
Volatilität
104
USA
97
United States
97
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English
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German
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Zimmermann, Klaus F.
Caporin, Massimiliano
Gupta, Rangan
Gil-Alaña, Luis A.
182
Caporale, Guglielmo Maria
178
McAleer, Michael
94
Pierdzioch, Christian
56
Koopman, Siem Jan
55
Pesaran, M. Hashem
53
Bahmani-Oskooee, Mohsen
47
Bollerslev, Tim
45
Hautsch, Nikolaus
36
Härdle, Wolfgang
36
Tiwari, Aviral Kumar
36
Todorov, Viktor
34
Herwartz, Helmut
33
Engle, Robert F.
32
Belke, Ansgar
31
Chang, Chia-Lin
31
Kapetanios, George
31
Wohar, Mark E.
31
Bouri, Elie
30
Miller, Stephen M.
30
Asai, Manabu
29
Döpke, Jörg
28
Marcellino, Massimiliano
28
Chan, Joshua
27
Gao, Jiti
27
Koop, Gary
27
Diebold, Francis X.
26
McMillan, David G.
26
Balcilar, Mehmet
25
Buch, Claudia M.
25
Franses, Philip Hans
25
Ma, Feng
25
Narayan, Paresh Kumar
25
Chang, Tsangyao
24
Mumtaz, Haroon
24
Cheung, Yin-Wong
23
Andersen, Torben
22
Ghysels, Eric
22
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Department of Economics working paper series
22
The North American journal of economics and finance : a journal of financial economics studies
8
Working papers / University of Connecticut, Department of Economics
5
Applied economics
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
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3
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3
The European journal of finance
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Emerging markets review
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2
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2
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2
Journal of multinational financial management
2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
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:
4
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
5
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:
6
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
7
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
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