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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Emerging markets review"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~person:"Gupta, Rangan"
~subject:"Volatility"
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Zeitreihenanalyse
Volatility
Estimation
4
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4
VAR model
3
VAR-Modell
3
Long memory
2
Time series analysis
2
Volatilität
2
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1
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Aktienmarkt
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Bayesian Graphical Structural VAR
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Zimmermann, Klaus F.
Gupta, Rangan
Ajmi, Ahdi Noomen
2
Charfeddine, Lanouar
2
Abbas, Qaisar
1
Adjasi, Charles Komla Delali
1
Ahmed, Abdullahi Dahir
1
Ali Shah, Syed Zulfiqar
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Atukeren, Erdal
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Balcilar, Mehmet
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1
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1
Chuliá, Helena
1
Cuñado Eizaguirre, Juncal
1
Delrieu, Juan Carlos
1
Dinh Hoang Bach Phan
1
Ellis, Craig
1
Fabozzi, Frank J.
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Fiza Qureshi
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García-Solanes, José
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Gil-Alaña, Luis A.
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1
Leite, André Luis da Silva
1
Masih, Abdul Mansur M.
1
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Emerging markets review
Journal of policy modeling : JPMOD ; a social science forum of world issues
Department of Economics working paper series
22
The North American journal of economics and finance : a journal of financial economics studies
7
Working papers / University of Connecticut, Department of Economics
5
Applied economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Research in international business and finance
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2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics and Business Letters : EBL
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of forecasting
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Journal of multinational financial management
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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DIW Berlin Discussion Paper
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Emerging markets, finance and trade : EMFT
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Finmap working paper
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German Council for Social and Economic Data (RatSWD) Research Notes
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ECONIS (ZBW)
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1
Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, …
- In:
Emerging markets review
34
(
2018
),
pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Saved in:
2
UK macroeconomic volatility : historical evidence over seven centuries
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Journal of policy modeling : JPMOD ; a social science …
40
(
2018
)
4
,
pp. 767-789
Persistent link: https://www.econbiz.de/10012053527
Saved in:
3
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
4
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
Saved in:
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