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subject:"Volatilität"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~subject:"United States"
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Volatilität
Schätztheorie
United States
Estimation
284
Schätzung
284
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102
Forecasting model
88
Prognoseverfahren
88
Volatility
87
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Balcilar, Mehmet
Gupta, Rangan
Caporale, Guglielmo Maria
145
McAleer, Michael
101
Gil-Alaña, Luis A.
98
Pesaran, M. Hashem
85
Heckman, James J.
80
Pierdzioch, Christian
61
Bollerslev, Tim
58
Belke, Ansgar
55
Koopman, Siem Jan
55
Bahmani-Oskooee, Mohsen
54
Marcellino, Massimiliano
52
Wohar, Mark E.
52
Diebold, Francis X.
48
Hautsch, Nikolaus
48
Engle, Robert F.
47
Härdle, Wolfgang
47
Gao, Jiti
45
Hamermesh, Daniel S.
42
Kapetanios, George
42
Miller, Stephen M.
41
Cheung, Yin-Wong
39
Todorov, Viktor
38
Herwartz, Helmut
37
Schorfheide, Frank
36
Timmermann, Allan
36
Koop, Gary
34
Linton, Oliver
34
Mumtaz, Haroon
34
Blundell, Richard W.
33
Buch, Claudia M.
33
Kilian, Lutz
32
Lütkepohl, Helmut
32
Neumark, David
32
Bloom, Nicholas
31
Bouri, Elie
31
Caporin, Massimiliano
31
Reitz, Stefan
31
Stulz, René M.
31
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Department of Economics working paper series
27
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
5
Economics letters
5
International review of economics & finance : IREF
5
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
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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
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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