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subject:"Securities trading"
subject:"Share price"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"VAR-Modell"
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Securities trading
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Estimation
251
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USA
89
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Forecasting model
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Gupta, Rangan
Caporale, Guglielmo Maria
71
McAleer, Michael
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Pesaran, M. Hashem
60
Pierdzioch, Christian
48
Hautsch, Nikolaus
47
Bohl, Martin T.
45
Mumtaz, Haroon
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Gil-Alaña, Luis A.
43
McMillan, David G.
42
Narayan, Paresh Kumar
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Gambetti, Luca
41
Lütkepohl, Helmut
38
Herwartz, Helmut
37
Tiwari, Aviral Kumar
37
Wohar, Mark E.
37
Zaremba, Adam
34
Bollerslev, Tim
33
Balcilar, Mehmet
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Forni, Mario
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Theissen, Erik
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Belke, Ansgar
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Marcellino, Massimiliano
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Theodoridis, Konstantinos
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Weber, Enzo
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Lettau, Martin
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Allen, David E.
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Chang, Chia-Lin
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Chudik, Alexander
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Engle, Robert F.
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Härdle, Wolfgang
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Siklos, Pierre L.
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Bouri, Elie
25
Sala, Luca
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Stulz, René M.
25
Todorov, Viktor
25
Bali, Turan G.
24
Kapetanios, George
24
Ma, Feng
24
Eickmeier, Sandra
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Department of Economics working paper series
19
The North American journal of economics and finance : a journal of financial economics studies
7
Economic modelling
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Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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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
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:
4
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:
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
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
9
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:
10
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:
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