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~person:"Wohar, Mark E."
~subject:"Forecasting model"
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Search: subject:"Volatilität"
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Forecasting model
Volatility
55
Volatilität
55
Börsenkurs
25
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25
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24
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24
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19
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Wohar, Mark E.
Gupta, Rangan
107
Ma, Feng
77
McAleer, Michael
47
Bollerslev, Tim
45
Pierdzioch, Christian
41
Diebold, Francis X.
37
Zhang, Yaojie
37
Clark, Todd E.
31
Wang, Yudong
31
Liang, Chao
30
Wei, Yu
29
Lux, Thomas
27
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
Salisu, Afees A.
24
Bouri, Elie
23
Andersen, Torben
21
Gallo, Giampiero M.
21
Wang, Jiqian
21
Asai, Manabu
20
Degiannakis, Stavros
20
Engle, Robert F.
20
Medeiros, Marcelo C.
20
Carriero, Andrea
19
Marcellino, Massimiliano
18
Patton, Andrew J.
18
Bonato, Matteo
17
Lu, Xinjie
17
Molnár, Peter
17
Chan, Joshua
16
Demirer, Rıza
16
Dijk, Dick van
16
Ghysels, Eric
16
Liu, Jing
16
Nonejad, Nima
16
Kumar, Dilip
15
Li, Yan
15
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15
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The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
Department of Economics working paper series
1
Economics and Business Letters : EBL
1
Journal of international money and finance
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ECONIS (ZBW)
10
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1
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
2
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
3
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
4
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
5
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
6
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
7
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
8
Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors
Sousa, Ricardo M.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 122-143
Persistent link: https://www.econbiz.de/10011624662
Saved in:
9
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
10
Sticky prices or economically-linked economies : the case of forecasting the Chinese stock market
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international money and finance
41
(
2014
),
pp. 95-109
Persistent link: https://www.econbiz.de/10010338740
Saved in:
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