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~person:"Christiansen, Charlotte"
~person:"Gupta, Rangan"
~subject:"Volatility"
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Volatility
Forecasting model
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Prognoseverfahren
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Estimation
276
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276
Volatilität
272
United States
236
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234
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Christiansen, Charlotte
Gupta, Rangan
McAleer, Michael
325
Caporale, Guglielmo Maria
172
Bollerslev, Tim
144
Chang, Chia-Lin
126
Diebold, Francis X.
108
Bouri, Elie
103
Andersen, Torben
98
Pierdzioch, Christian
94
Spagnolo, Nicola
92
Aizenman, Joshua
89
Ma, Feng
89
Bekaert, Geert
78
Hammoudeh, Shawkat
78
Koopman, Siem Jan
78
Engle, Robert F.
75
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
71
Todorov, Viktor
68
Caporin, Massimiliano
67
McMillan, David G.
67
Asai, Manabu
64
Kočenda, Evžen
63
Chiarella, Carl
62
Tiwari, Aviral Kumar
62
Lux, Thomas
61
Clements, Adam
58
Corbet, Shaen
56
Christoffersen, Peter F.
55
Gil-Alaña, Luis A.
55
Kang, Sang Hoon
55
Wohar, Mark E.
55
Lucey, Brian M.
54
Caballero, Ricardo J.
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Hafner, Christian M.
52
Ghysels, Eric
51
Mensi, Walid
51
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Centre for Analytical Finance <Århus>
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Department of Economics working paper series
47
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
8
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8
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7
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2
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2
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Journal of financial markets
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OPEC energy review
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ECONIS (ZBW)
272
RePEc
2
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1
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:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
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
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:
10
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:
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