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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Department of Economics working paper series"
~subject:"ARCH model"
~type_genre:"Sammlung"
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USA
ARCH model
Estimation
58
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19
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18
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Gupta, Rangan
18
Sheng, Xin
5
Çepni, Oğuzhan
4
Bouri, Elie
3
Cepni, Oguzhan
3
Ji, Qiang
3
Liao, Wenting
3
Salisu, Afees A.
3
Plakandaras, Vasilios
2
Van Eyden, Reneé
2
Ҫepni, Oğuzhan
2
Apergēs, Nikolaos
1
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1
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1
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1
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1
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1
Gavriilidis, Konstantinos
1
Geng, Huayan
1
Koray, Faik
1
Li, Wenli
1
Liu, Haiyong
1
Ma, Jun
1
Marfatia, Hardik A.
1
Moodley, Damien
1
Newman, Robert J.
1
Ngene, Geoffrey
1
Ogbonna, Ahamuefula Ephraim
1
Pierdzioch, Christian
1
Polat, Onur
1
Rossini, Lua
1
Speyrer, Janet F.
1
Terrell, Dek
1
Unel, Bulent
1
Van Der Westhuizen, Chevaughn
1
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1
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1
Yao, Rui
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Department of Economics working paper series
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1,492
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418
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392
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73
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1
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
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
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:
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
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
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012803668
Saved in:
9
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012806400
Saved in:
10
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:
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