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subject:"EU-Staaten"
subject:"Volatility"
~person:"Gupta, Rangan"
~person:"Levine, Ross"
~subject:"World"
~subject:"Zeitreihenanalyse"
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EU-Staaten
Volatility
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Zeitreihenanalyse
Estimation
320
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320
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99
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99
Welt
93
Forecasting model
85
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85
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83
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73
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English
178
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Gupta, Rangan
Levine, Ross
Caporale, Guglielmo Maria
236
Gil-Alaña, Luis A.
193
Schneider, Friedrich
123
Belke, Ansgar
118
McAleer, Michael
110
Buch, Claudia M.
92
Pesaran, M. Hashem
87
Dreher, Axel
76
Woessmann, Ludger
72
MacDonald, Ronald
64
Herwartz, Helmut
63
Bahmani-Oskooee, Mohsen
62
Voigt, Stefan
62
Koopman, Siem Jan
61
Pierdzioch, Christian
61
Rose, Andrew
55
Cheung, Yin-Wong
51
Nunnenkamp, Peter
50
Van Reenen, John
48
Hayo, Bernd
47
Bollerslev, Tim
46
Chang, Chia-Lin
46
Afonso, António
45
Dreger, Christian
42
Härdle, Wolfgang
41
Marcellino, Massimiliano
41
Tiwari, Aviral Kumar
41
Acemoglu, Daron
40
Aghion, Philippe
40
Engle, Robert F.
39
Wohar, Mark E.
39
Haan, Jakob de
38
Kapetanios, George
38
Sturm, Jan-Egbert
37
Badinger, Harald
36
Barro, Robert J.
36
Döpke, Jörg
36
Hautsch, Nikolaus
36
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6
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1
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1
World Bank / Development Research Group / Finance
1
World Bank / Policy Research Dept / Finance and Private Sector Development Division
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Department of Economics working paper series
25
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8
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7
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7
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6
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3
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2
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2
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2
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1
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
178
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1
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178
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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
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
7
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:
8
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:
9
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317448
Saved in:
10
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:
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