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~person:"Floros, Christos"
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"Volatilität"
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Börsenkurs
Volatilität
ARCH model
91
ARCH-Modell
91
Volatility
86
Forecasting model
49
Prognoseverfahren
49
Capital income
40
Kapitaleinkommen
40
Estimation
37
Schätzung
37
Share price
37
Aktienmarkt
30
Stock market
30
Welt
27
World
27
GARCH
22
Risiko
22
Risk
22
Time series analysis
21
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21
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18
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18
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17
United States
17
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10
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9
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9
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9
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8
Geopolitics
8
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8
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8
GARCH-MIDAS
7
forecasting
7
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English
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Floros, Christos
Gupta, Rangan
McAleer, Michael
130
Chang, Chia-Lin
64
Ma, Feng
61
Caporale, Guglielmo Maria
51
Bouri, Elie
41
Spagnolo, Nicola
37
Bauwens, Luc
33
Kumar, Dilip
32
Zhang, Yaojie
31
Engle, Robert F.
30
Conrad, Christian
29
Teräsvirta, Timo
28
McMillan, David G.
27
Spagnolo, Fabio
27
Hansen, Peter Reinhard
25
Herwartz, Helmut
24
Kang, Sang Hoon
24
Tiwari, Aviral Kumar
24
Hafner, Christian M.
23
Liang, Chao
23
Serletis, Apostolos
23
Wei, Yu
23
Allen, David E.
22
Bollerslev, Tim
22
Hammoudeh, Shawkat
22
Wang, Yudong
22
Yoon, Seong-min
22
Caporin, Massimiliano
21
Salisu, Afees A.
21
Silvennoinen, Annastiina
21
Hamori, Shigeyuki
20
Karanasos, Menelaos
20
Koopman, Siem Jan
20
Mittnik, Stefan
20
Wu, Xinyu
20
Jawadi, Fredj
19
Laurent, Sébastien
19
Molnár, Peter
19
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Department of Economics working paper series
17
International review of financial analysis
4
Research in international business and finance
4
Energy economics
3
Finmap working paper
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Defence and peace economics
2
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2
Economics letters
2
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2
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2
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2
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1
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1
Applied economics letters
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
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International Journal of Financial Studies : open access journal
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1
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1
International journal of managerial finance : IJMF
1
Journal of behavioral and experimental finance
1
Journal of economics and finance
1
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1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Operational research : an international journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
87
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1
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:
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
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:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
5
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
6
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:
7
Forecasting stock market volatility with regime-switching
GARCH
-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
8
Real-time forecast of DSGE models with time-varying volatility in
GARCH
form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
9
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
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
10
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:
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