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~accessRights:"free"
~language:"eng"
~language:"fra"
~person:"Gupta, Rangan"
~person:"Rosholm, Michael"
~subject:"Volatilität"
~subject:"Wirkungsanalyse"
~type:"book"
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Volatilität
Wirkungsanalyse
Schätzung
138
Estimation
121
Dänemark
115
Forecasting model
85
Prognoseverfahren
85
United States
85
Denmark
84
USA
84
Volatility
65
Börsenkurs
60
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60
Arbeitsmarktpolitik
59
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52
Theorie
50
Arbeitslosigkeit
49
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47
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44
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44
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43
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39
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39
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38
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38
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37
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35
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35
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34
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34
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33
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33
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29
Migranten
29
Climate change
27
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27
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26
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26
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26
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81
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Gupta, Rangan
Rosholm, Michael
McAleer, Michael
208
Caporale, Guglielmo Maria
167
Lechner, Michael
115
Heckman, James J.
111
Aizenman, Joshua
101
Caliendo, Marco
94
Diebold, Francis X.
86
Chang, Chia-Lin
82
Kluve, Jochen
81
Bollerslev, Tim
79
Bloom, Nicholas
74
Pesaran, M. Hashem
73
Spagnolo, Nicola
71
Davis, Steven J.
67
Böhringer, Christoph
65
Koopman, Siem Jan
63
Pierdzioch, Christian
61
Dave, Dhaval
60
Gorodnichenko, Yuriy
60
Neumark, David
59
Fernández-Villaverde, Jesús
58
Leeper, Eric M.
57
Mohaddes, Kamiar
57
Buch, Claudia M.
54
Caballero, Ricardo J.
51
Bekaert, Geert
50
Raissi, Mehdi
50
Czarnitzki, Dirk
48
Schmidt, Christoph M.
48
Ziebarth, Nicolas R.
48
Fitzenberger, Bernd
47
Hautsch, Nikolaus
47
Weber, Michael
47
Asongu, Simplice
46
Rebucci, Alessandro
46
Anderson, Kym
45
Kose, M. Ayhan
45
Meghir, Costas
45
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9
Finmap working paper
3
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3
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2
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2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
CAM working papers / Centre for Applied Microeconometrics, Department of Economics, University of Copenhagen
1
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1
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1
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ECONIS (ZBW)
114
EconStor
11
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1
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:
2
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
3
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:
4
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
5
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:
6
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
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:
8
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
9
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
10
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
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