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person:"Brooks, Chris"
subject:"Kapitaleinkommen"
~person:"Pierdzioch, Christian"
~person:"Pástor, Ľuboš"
~subject:"Financial market"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Kapitaleinkommen
Financial market
Estimation
148
Schätzung
148
Capital income
57
Börsenkurs
50
Share price
50
Theorie
48
Theory
48
Volatility
47
Volatilität
47
Forecasting model
43
Prognoseverfahren
43
Deutschland
40
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40
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39
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39
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27
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1979-2011
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Article
29
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Working Paper
31
Graue Literatur
30
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30
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29
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English
60
Author
All
Brooks, Chris
Pierdzioch, Christian
Pástor, Ľuboš
Gupta, Rangan
77
Zaremba, Adam
59
McMillan, David G.
35
Caporale, Guglielmo Maria
34
Bollerslev, Tim
30
Gil-Alaña, Luis A.
29
Wohar, Mark E.
29
Bohl, Martin T.
26
Timmermann, Allan
25
Belke, Ansgar
24
Narayan, Paresh Kumar
24
Todorov, Viktor
23
McAleer, Michael
21
Tiwari, Aviral Kumar
21
Nitschka, Thomas
20
Bali, Turan G.
19
Bouri, Elie
19
Cakici, Nusret
18
Ma, Feng
18
Wang, Yudong
18
Balcilar, Mehmet
17
Pesaran, M. Hashem
17
Sehgal, Sanjay
17
Engle, Robert F.
16
Hautsch, Nikolaus
16
Hoesli, Martin
16
Lee, Chien-chiang
16
Paolella, Marc S.
16
Zhang, Yaojie
16
Andersen, Torben
15
Chiang, Thomas C.
15
Kumar, Dilip
15
Xuan Vinh Vo
15
Fehn, Rainer
14
Guidolin, Massimo
14
Jawadi, Fredj
14
Long, Huaigang
14
Schrimpf, Andreas
14
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University of Reading / Department of Economics
2
Institut für Weltwirtschaft
1
Rodney L. White Center for Financial Research
1
University of Chicago / Center for Research in Security Prices
1
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Department of Economics working paper series
5
Kiel working paper
5
Kieler Arbeitspapiere
5
Finance research letters
4
The European journal of finance
4
International review of financial analysis
3
Working paper / National Bureau of Economic Research, Inc.
3
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3
Discussion paper in urban and regional economics / C
2
Journal of forecasting
2
Rodney L. White Center for Financial Research
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
International review of economics & finance : IREF
1
Journal of financial economics
1
Kredit und Kapital
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Oxford bulletin of economics and statistics
1
Research paper / University of Melbourne, Department of Economics
1
The journal of business : B
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The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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ECONIS (ZBW)
60
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1
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60
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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
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
3
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
4
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:
5
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
6
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
7
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
8
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
9
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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