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subject:"Volatilität"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Geldpolitik"
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Volatilität
Geldpolitik
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Gupta, Rangan
Pesaran, M. Hashem
Belke, Ansgar
91
McAleer, Michael
86
Caporale, Guglielmo Maria
75
Pierdzioch, Christian
52
Bollerslev, Tim
44
Mumtaz, Haroon
41
Bahmani-Oskooee, Mohsen
39
Todorov, Viktor
35
Christiano, Lawrence J.
34
Gil-Alaña, Luis A.
34
Siklos, Pierre L.
34
Wohar, Mark E.
32
Hautsch, Nikolaus
31
Bouri, Elie
30
Leeper, Eric M.
30
Asai, Manabu
29
Buch, Claudia M.
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Hayo, Bernd
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Herwartz, Helmut
29
Härdle, Wolfgang
29
Ma, Feng
27
Bohl, Martin T.
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Caporin, Massimiliano
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Chang, Chia-Lin
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Koopman, Siem Jan
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Lütkepohl, Helmut
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Wolters, Jürgen
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Balcilar, Mehmet
25
Döpke, Jörg
24
Engle, Robert F.
24
Klose, Jens
24
Rodriguez, Gabriel
24
Gertler, Mark
23
Lindé, Jesper
23
Xuan Vinh Vo
23
Andersen, Torben
22
Eickmeier, Sandra
22
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Department of Economics working paper series
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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
Saved in:
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