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person:"Brooks, Chris"
subject:"Kapitaleinkommen"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Neue Makroökonomik offener Volkswirtschaften"
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Kapitaleinkommen
Aktienmarkt
Neue Makroökonomik offener Volkswirtschaften
Estimation
137
Schätzung
137
Volatility
56
Volatilität
56
Börsenkurs
51
Share price
51
Forecasting model
49
Prognoseverfahren
49
Capital income
45
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English
74
German
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Author
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Brooks, Chris
Pierdzioch, Christian
Gupta, Rangan
95
Zaremba, Adam
71
Caporale, Guglielmo Maria
68
Gil-Alaña, Luis A.
48
McMillan, David G.
47
Bollerslev, Tim
37
Bohl, Martin T.
36
Wohar, Mark E.
36
Timmermann, Allan
32
Narayan, Paresh Kumar
31
Bali, Turan G.
28
Bouri, Elie
27
Tiwari, Aviral Kumar
27
Campbell, John Y.
25
Todorov, Viktor
25
Engle, Robert F.
24
Ma, Feng
24
Nitschka, Thomas
24
Stambaugh, Robert F.
24
Zhou, Guofu
24
McAleer, Michael
23
Balcilar, Mehmet
22
Pesaran, M. Hashem
22
Cakici, Nusret
21
Wang, Yudong
21
Ammann, Manuel
20
Döpke, Jörg
20
Hautsch, Nikolaus
20
Sehgal, Sanjay
20
Guidolin, Massimo
19
Kumar, Dilip
19
Zhang, Yaojie
19
Chiang, Thomas C.
18
Theissen, Erik
18
Umutlu, Mehmet
18
Xuan Vinh Vo
18
Faff, Robert W.
17
Guo, Hui
17
Hoesli, Martin
17
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Kiel working paper
11
Kieler Arbeitspapiere
8
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6
Finance research letters
4
The European journal of finance
4
Applied financial economics
3
International review of financial analysis
3
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ECONIS (ZBW)
74
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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
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
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:
9
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:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
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