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~person:"Aghion, Philippe"
~person:"Gupta, Rangan"
~subject:"Volatility"
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Volatility
Estimation
167
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167
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166
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164
Forecasting model
163
Prognoseverfahren
163
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162
Theory
162
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140
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English
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Aghion, Philippe
Gupta, Rangan
McAleer, Michael
108
Caporale, Guglielmo Maria
50
Chang, Chia-Lin
50
Pierdzioch, Christian
49
Ma, Feng
48
Hammoudeh, Shawkat
47
Bahmani-Oskooee, Mohsen
46
Bouri, Elie
45
Tiwari, Aviral Kumar
36
Bollerslev, Tim
33
Lux, Thomas
33
Mensi, Walid
31
Salisu, Afees A.
30
Wohar, Mark E.
30
Spagnolo, Nicola
29
Demirer, Rıza
28
Hegerty, Scott W.
26
Kang, Sang Hoon
26
Gil-Alaña, Luis A.
25
Engle, Robert F.
23
McMillan, David G.
23
Mumtaz, Haroon
23
Wang, Yudong
23
Aizenman, Joshua
22
Allen, David E.
22
Caporin, Massimiliano
22
Chiarella, Carl
22
Balcilar, Mehmet
21
Wei, Yu
21
Barndorff-Nielsen, Ole E.
20
Miller, Stephen M.
20
Shephard, Neil G.
20
Todorov, Viktor
20
Xuan Vinh Vo
20
Andersen, Torben
19
Apergēs, Nikolaos
19
Caballero, Ricardo J.
19
Chevallier, Julien
19
Christoffersen, Peter F.
19
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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
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
5
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5
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4
Annals of financial economics
3
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ECONIS (ZBW)
140
RePEc
2
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1
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142
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
10
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
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