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type_genre:"Working Paper"
~person:"Cheung, Yin-Wong"
~person:"Gupta, Rangan"
~subject:"Estimation"
~subject:"Volatility"
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Estimation
Volatility
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Cheung, Yin-Wong
Gupta, Rangan
Caporale, Guglielmo Maria
184
Belke, Ansgar
158
Wagner, Joachim
142
Gil-Alaña, Luis A.
133
Pesaran, M. Hashem
96
Schneider, Friedrich
95
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89
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88
Berg, Gerard J. van den
85
Ours, Jan C. van
77
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76
Winter-Ebmer, Rudolf
75
Addison, John T.
73
Heckman, James J.
72
Lechner, Michael
70
Marcellino, Massimiliano
69
Nunnenkamp, Peter
65
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64
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62
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62
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62
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61
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61
Rycx, François
61
Van Reenen, John
61
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59
Görg, Holger
59
Blundell, Richard W.
58
Rose, Andrew
58
Kaiser, Ulrich
57
Schmidt, Christoph M.
56
Salvanes, Kjell G.
55
Dreher, Axel
53
Tansel, Aysıt
53
Pierdzioch, Christian
52
Czarnitzki, Dirk
51
Jenkins, Stephen
51
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ECONIS (ZBW)
113
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1
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:
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
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:
4
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
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
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:
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
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
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