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subject:"Capital income"
type_genre:"Graue Literatur"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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Capital income
ARCH-Modell
Estimation
147
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147
Volatility
66
Volatilität
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USA
55
United States
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Gupta, Rangan
McAleer, Michael
Pierdzioch, Christian
15
Chang, Chia-Lin
14
Bohl, Martin T.
13
Bollerslev, Tim
13
Caporale, Guglielmo Maria
13
Herwartz, Helmut
13
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12
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12
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12
Pástor, Ľuboš
11
Hautsch, Nikolaus
10
Nitschka, Thomas
10
Mittnik, Stefan
9
Paolella, Marc S.
9
Weber, Enzo
9
Andersen, Torben
8
Asai, Manabu
8
Campbell, John Y.
8
Caporin, Massimiliano
8
Härdle, Wolfgang
8
Koopman, Siem Jan
8
Stambaugh, Robert F.
8
Vries, Casper G. de
8
Allen, David E.
7
Bauwens, Luc
7
Conrad, Christian
7
Diebold, Francis X.
7
Engle, Robert F.
7
Ghysels, Eric
7
Gil-Alaña, Luis A.
7
Lanne, Markku
7
Linton, Oliver
7
Lux, Thomas
7
Scaillet, Olivier
7
Ammann, Manuel
6
Bouri, Elie
6
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ECONIS (ZBW)
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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:
2
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
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
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:
7
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:
8
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
9
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:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
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