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~accessRights:"free"
~language:"eng"
~language:"swe"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~type:"book"
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Stochastischer Prozess
Volatilität
Theorie
119
Theory
117
Volatility
96
United States
91
USA
90
Schätzung
88
Estimation
87
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84
Prognoseverfahren
84
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72
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72
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51
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50
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38
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34
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28
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Option pricing theory
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Optionspreistheorie
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ARCH model
25
ARCH-Modell
25
Forecasting
23
Geldpolitik
22
Anlageverhalten
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Markov chain
21
Markov-Kette
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87
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86
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85
Non-commercial literature
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English
Swedish
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Chiarella, Carl
Gupta, Rangan
McAleer, Michael
224
Caporale, Guglielmo Maria
143
Koopman, Siem Jan
91
Chang, Chia-Lin
89
Diebold, Francis X.
73
Bollerslev, Tim
71
Spagnolo, Nicola
69
Aizenman, Joshua
59
Hautsch, Nikolaus
49
Pierdzioch, Christian
49
Bekaert, Geert
48
Phillips, Peter C. B.
47
Caballero, Ricardo J.
46
Härdle, Wolfgang
43
Platen, Eckhard
43
Andersen, Torben G.
40
Buch, Claudia M.
39
Caporin, Massimiliano
38
Kočenda, Evžen
38
Andersen, Torben
36
Conrad, Christian
36
Sethi, Suresh
36
Lux, Thomas
35
Pesaran, M. Hashem
35
Allen, David E.
34
Bauwens, Luc
34
Bos, Charles S.
34
Asai, Manabu
32
Castelnuovo, Efrem
31
Cui, Zhenyu
31
Davis, Steven J.
31
Gil-Alaña, Luis A.
31
Jacquier, Antoine (Jack)
31
Linton, Oliver
31
Dijk, Dick van
30
Ferrari, Giorgio
30
Gao, Jiti
30
Spagnolo, Fabio
30
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Department of Economics working paper series
43
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
30
Finmap working paper
3
Quantitative Finance Research Centre Research Paper
3
Discussion paper / Tinbergen Institute
2
Global Research Unit working paper
2
University of Technology Sydney Quantitative Finance Research Centre Research Paper
2
Working papers / University of Connecticut, Department of Economics
2
29th International Conference of the French Finance Association (AFFI) 2012
1
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
CREATES research paper
1
Econometric Institute research papers
1
Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Tinbergen Institute Discussion Paper
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University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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University of Technology Sydney Quantitative Finance Research Centre Working Paper
1
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ECONIS (ZBW)
112
EconStor
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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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