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subject:"Volatilität"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Schätztheorie"
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Volatilität
Geldpolitik
Schätztheorie
Estimation
500
Schätzung
500
USA
125
United States
125
Volatility
115
Forecasting model
93
Prognoseverfahren
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195
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Belke, Ansgar
Gupta, Rangan
McAleer, Michael
91
Caporale, Guglielmo Maria
84
Pesaran, M. Hashem
71
Pierdzioch, Christian
55
Bollerslev, Tim
46
Mumtaz, Haroon
43
Härdle, Wolfgang
42
Gao, Jiti
41
Bahmani-Oskooee, Mohsen
40
Herwartz, Helmut
40
Marcellino, Massimiliano
39
Lütkepohl, Helmut
38
Siklos, Pierre L.
38
Hautsch, Nikolaus
37
Kapetanios, George
37
Wohar, Mark E.
37
Diebold, Francis X.
35
Todorov, Viktor
35
Christiano, Lawrence J.
34
Gil-Alaña, Luis A.
34
Koopman, Siem Jan
33
Linton, Oliver
32
Schorfheide, Frank
32
Huber, Florian
31
Bouri, Elie
30
Leeper, Eric M.
30
Asai, Manabu
29
Buch, Claudia M.
29
Caporin, Massimiliano
29
Hayo, Bernd
29
Döpke, Jörg
28
Engle, Robert F.
28
Wolters, Jürgen
28
Bohl, Martin T.
27
Lindé, Jesper
27
Ma, Feng
27
Balcilar, Mehmet
26
Chang, Chia-Lin
26
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10
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8
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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2
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2
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2
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2
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2
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2
Applied economics quarterly
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
196
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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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