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~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"Silvennoinen, Annastiina"
~subject:"ARCH-Modell"
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ARCH-Modell
Volatility
251
Volatilität
249
Prognoseverfahren
219
Forecasting model
218
Estimation
211
Schätzung
210
United States
191
USA
189
Theorie
152
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152
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135
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135
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133
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133
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127
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122
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85
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60
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58
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58
South Africa
57
Südafrika
53
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49
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49
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Gupta, Rangan
McAleer, Michael
Silvennoinen, Annastiina
Ma, Feng
35
Teräsvirta, Timo
34
Chang, Chia-Lin
29
Conrad, Christian
27
Bouri, Elie
25
Caporale, Guglielmo Maria
22
Karanasos, Menelaos
22
Engle, Robert F.
20
Hafner, Christian M.
19
Caporin, Massimiliano
17
Hammoudeh, Shawkat
17
Allen, David E.
15
Salisu, Afees A.
15
Wei, Yu
15
Hamori, Shigeyuki
14
Herwartz, Helmut
14
Rahbek, Anders
14
Shephard, Neil G.
14
Tiwari, Aviral Kumar
14
Zhang, Yaojie
14
Meitz, Mika
13
Saikkonen, Pentti
13
Zagaglia, Paolo
13
Asai, Manabu
12
Kumar, Dilip
12
Rombouts, Jeroen V. K.
12
Serletis, Apostolos
12
Weber, Enzo
12
Yoon, Seong-min
12
Ledoit, Olivier
11
Liang, Chao
11
Mensi, Walid
11
Miller, Stephen M.
11
Polasek, Wolfgang
11
Sheppard, Kevin
11
Spagnolo, Nicola
11
Wolf, Michael
11
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University of Canterbury / Dept. of Economics and Finance
8
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28
Department of Economics working paper series
23
Econometric Institute research papers
21
The North American journal of economics and finance : a journal of financial economics studies
7
CREATES research paper
5
Energy economics
5
Economics letters
3
International review of economics & finance : IREF
3
SSE EFI working paper series in economics and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Applied financial economics
2
Defence and peace economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
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2
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1
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1
Economia : revista da ANPEC
1
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1
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1
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1
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1
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1
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1
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The journal of real estate finance and economics
1
The quarterly review of economics and finance
1
Tourism economics : the business and finance of tourism and recreation
1
Working paper / Graduate Institute of International Studies
1
Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
127
EconStor
3
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1
Measuring risk in environmental finance
Hoti, Suhejla
;
McAleer, Michael
;
Pauwels, Laurent L.
- In:
Journal of economic surveys
21
(
2007
)
5
,
pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
Saved in:
2
Modelling environmental risk
Hoti, Suhejla
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396335
Saved in:
3
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
4
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:
5
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
6
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
7
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
8
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:
9
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:
10
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:
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