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A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
In: Working Papers.
RePEc:pre:wpaper:201978.

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  1. Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective. (2021). GUPTA, RANGAN ; Bouri, Elie ; Liu, Rui Peng.
    In: Working Papers.
    RePEc:pre:wpaper:202178.

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  2. Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic. (2021). Salisu, Afees ; GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:202157.

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  3. Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Nel, Jacobus.
    In: Working Papers.
    RePEc:pre:wpaper:202118.

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  4. Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models. (2021). You, Yu ; GUPTA, RANGAN ; Demirer, Riza ; Li, HE.
    In: Working Papers.
    RePEc:pre:wpaper:202112.

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  5. Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:2020107.

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