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subject:"EU-Staaten"
subject:"Volatility"
~person:"Brunello, Giorgio"
~person:"Gupta, Rangan"
~subject:"Großbritannien"
~subject:"United Kingdom"
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EU-Staaten
Volatility
Großbritannien
United Kingdom
Estimation
347
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92
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92
Forecasting model
88
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128
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Brunello, Giorgio
Gupta, Rangan
Caporale, Guglielmo Maria
136
Belke, Ansgar
102
McAleer, Michael
89
Gil-Alaña, Luis A.
88
Blundell, Richard W.
59
Pierdzioch, Christian
55
Bollerslev, Tim
49
Buch, Claudia M.
46
Jenkins, Stephen
44
Döpke, Jörg
42
Afonso, António
40
Booth, Alison L.
40
Dreger, Christian
40
Herwartz, Helmut
40
Koopman, Siem Jan
39
Pesaran, M. Hashem
38
Bahmani-Oskooee, Mohsen
37
Meghir, Costas
36
Badinger, Harald
35
Haskel, Jonathan
35
Todorov, Viktor
35
Hayo, Bernd
34
Shields, Michael
34
Arulampalam, Wiji
33
Cheung, Yin-Wong
33
Hart, Robert A.
33
Aghion, Philippe
32
Härdle, Wolfgang
32
Bouri, Elie
31
Engle, Robert F.
31
Francesconi, Marco
31
Hautsch, Nikolaus
31
Bekaert, Geert
30
Addison, John T.
29
Asai, Manabu
29
Machin, Stephen
29
Mumtaz, Haroon
29
Walker, Ian
29
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The North American journal of economics and finance : a journal of financial economics studies
7
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6
Nota di lavoro / Fondazione Eni Enrico Mattei
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
128
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1
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:
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
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:
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
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:
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
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:
8
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:
9
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:
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
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