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~person:"Bonato, Matteo"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Volatilität
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Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? Matteo Bonato University of Johannesburg and IPAG Oguzhan Cepni Copenhagen Business School and Ostim Technical University Rangan Gupta University of Pretoria Christian Pierdzioch Helmut Schmidt University Stock market
1
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Bonato, Matteo
Gupta, Rangan
83
Caporale, Guglielmo Maria
45
Ma, Feng
36
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35
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33
Kang, Sang Hoon
32
Bouri, Elie
31
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28
Mensi, Walid
26
Demirer, Rıza
25
Salisu, Afees A.
25
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24
Xuan Vinh Vo
24
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19
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19
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18
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Aloui, Chaker
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McMillan, David G.
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Ryu, Doojin
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Brooks, Robert
14
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13
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Department of Economics working paper series
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ECONIS (ZBW)
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1
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:
2
Business applications and state-level
stock
market
realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
3
Climate risks and state-level
stock
market
realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
4
Climate risks and state-level
stock-market
realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
5
Business applications and state-level
stock
market
realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
6
Climate risks and state-level
stock-market
realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
7
Business applications and state-level
stock
market
realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
8
Geopolitical risks and
stock
market
dynamics of the BRICS
Balcilar, Mehmet
;
Bonato, Matteo
;
Demirer, Rıza
; …
- In:
Economic systems
42
(
2018
)
2
,
pp. 295-306
Persistent link: https://www.econbiz.de/10012125607
Saved in:
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