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type_genre:"Collection of articles written by one author"
~isPartOf:"Department of Economics working paper series"
~subject:"Capital income"
~type_genre:"Working Paper"
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Search: subject_exact:"Volatility"
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Capital income
Volatility
47
Volatilität
47
Forecasting model
32
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32
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26
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26
Aktienmarkt
22
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Collection of articles written by one author
Working Paper
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Gupta, Rangan
22
Pierdzioch, Christian
9
Bouri, Elie
5
Salisu, Afees A.
5
Bonato, Matteo
4
Ҫepni, Oğuzhan
4
Cepni, Oguzhan
3
Karmakar, Sayar
2
Nel, Jacobus
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Ogbonna, Ahamuefula Ephraim
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Ji, Qiang
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Li, Haohua
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Liao, Wenting
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Liu, Ruipeng
1
Ma, Feng
1
Marfatia, Hardik A.
1
Moodley, Damien
1
Nielsen, Joshua
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Plakandaras, Vasilios
1
Segnon, Mawuli
1
Van Eyden, Reneé
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Wang, Jiqian
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64
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29
CREATES research paper
25
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ECONIS (ZBW)
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1
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
2
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
3
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
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
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:
6
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:
7
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
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
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
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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