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subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Wirtschaftswachstum"
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Volatility
Wirtschaftswachstum
Estimation
251
Schätzung
251
USA
89
United States
89
Forecasting model
85
Prognoseverfahren
85
Volatilität
81
Capital income
73
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Gupta, Rangan
McAleer, Michael
91
Caporale, Guglielmo Maria
70
Pierdzioch, Christian
51
Bollerslev, Tim
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Belke, Ansgar
38
Gil-Alaña, Luis A.
37
Bahmani-Oskooee, Mohsen
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Pesaran, M. Hashem
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Pradhan, Rudra Prakash
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Todorov, Viktor
34
Chang, Chia-Lin
31
Hautsch, Nikolaus
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Koopman, Siem Jan
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Herwartz, Helmut
30
Asai, Manabu
29
Bouri, Elie
29
Narayan, Paresh Kumar
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Woessmann, Ludger
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Härdle, Wolfgang
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Asongu, Simplice
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Buch, Claudia M.
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Crespo Cuaresma, Jesús
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Tiwari, Aviral Kumar
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Ma, Feng
26
Wohar, Mark E.
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Acemoglu, Daron
25
Balcilar, Mehmet
25
Döpke, Jörg
25
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25
Levine, Ross
25
Shahbaz, Muhammad
25
Engle, Robert F.
24
Mohaddes, Kamiar
24
Mumtaz, Haroon
24
Robinson, James A.
24
Apergēs, Nikolaos
23
Caporin, Massimiliano
23
Herzer, Dierk
23
Rault, Christophe
23
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Department of Economics working paper series
20
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
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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
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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