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person:"McAleer, Michael"
~accessRights:"free"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~subject:"ARCH model"
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ARCH model
Volatility
331
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305
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128
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89
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89
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85
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85
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volatility
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McAleer, Michael
Gupta, Rangan
Herwartz, Helmut
Chang, Chia-Lin
47
Caporale, Guglielmo Maria
23
Bauwens, Luc
18
Conrad, Christian
15
Hansen, Peter Reinhard
15
Teräsvirta, Timo
14
Diebold, Francis X.
13
Koopman, Siem Jan
13
Silvennoinen, Annastiina
13
Hafner, Christian M.
12
Tansuchat, Roengchai
12
Allen, David E.
11
Caporin, Massimiliano
11
Mittnik, Stefan
11
Xu, Yongdeng
11
Bouri, Elie
10
Engle, Robert F.
10
Salisu, Afees A.
10
Spagnolo, Nicola
10
Andersen, Torben
9
Bollerslev, Tim
9
Huang, Zhuo
9
Prokopczuk, Marcel
9
Spagnolo, Fabio
9
Asai, Manabu
8
Kočenda, Evžen
8
Laurent, Sébastien
8
Lucas, André
8
Lütkepohl, Helmut
8
Sibbertsen, Philipp
8
Billio, Monica
7
Bos, Charles S.
7
Christoffersen, Peter F.
7
Clements, Adam
7
Degiannakis, Stavros Antonios
7
Karanasos, Menelaos
7
Lilla, Francesca
7
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3
Econometrisch Instituut <Rotterdam>
1
Shakai-Keizai-Kenkyūsho <Osaka>
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ECONIS (ZBW)
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Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
2
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
3
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:
4
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
5
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
6
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
7
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
8
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
9
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
10
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
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