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~accessRights:"restricted"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Silvennoinen, Annastiina"
~subject:"ARCH-Modell"
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ARCH-Modell
Estimation
76
Schätzung
76
Volatility
74
Volatilität
74
Forecasting model
72
Prognoseverfahren
72
USA
61
United States
61
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57
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Gupta, Rangan
Silvennoinen, Annastiina
Ma, Feng
34
Bouri, Elie
16
Zhang, Yaojie
14
Tiwari, Aviral Kumar
12
Wei, Yu
12
Kumar, Dilip
11
Liang, Chao
11
Wu, Xinyu
10
Wang, Lu
9
Hammoudeh, Shawkat
8
Kang, Sang Hoon
8
Mensi, Walid
8
Wang, Yudong
8
Demirer, Rıza
7
Jawadi, Fredj
7
Lu, Xinjie
7
Wen, Fenghua
7
Yoon, Seong-min
7
Bahmani-Oskooee, Mohsen
6
Blazsek, Szabolcs
6
Chen, Cathy W. S.
6
Hamori, Shigeyuki
6
Huang, Dengshi
6
Kim, Jong-Min
6
Lee, Chien-chiang
6
Li, Xiafei
6
Liu, Li
6
McAleer, Michael
6
Serletis, Apostolos
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Wang, Jiqian
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Xuan Vinh Vo
6
Balcilar, Mehmet
5
Chang, Kuang-Liang
5
Chen, Wang
5
Gong, Xu
5
Liu, Hung-Chun
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Liu, Jing
5
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The North American journal of economics and finance : a journal of financial economics studies
4
Defence and peace economics
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
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Journal of economics and finance
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The journal of real estate finance and economics
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ECONIS (ZBW)
21
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1
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
2
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
3
Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Xuan Vinh Vo
- In:
Defence and peace economics
33
(
2022
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
Saved in:
4
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
7
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
8
Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 194-202
Persistent link: https://www.econbiz.de/10012035042
Saved in:
9
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
10
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
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