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person:"Moosa, Imad A."
subject:"Japan"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Großbritannien"
~subject:"Volatilität"
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Japan
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Estimation
171
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60
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Moosa, Imad A.
Pierdzioch, Christian
Caporale, Guglielmo Maria
108
Gupta, Rangan
98
McAleer, Michael
87
Gil-Alaña, Luis A.
81
Blundell, Richard W.
59
Bollerslev, Tim
49
Jenkins, Stephen
44
Bahmani-Oskooee, Mohsen
38
Cheung, Yin-Wong
36
Meghir, Costas
36
Todorov, Viktor
36
Pesaran, M. Hashem
35
Booth, Alison L.
34
Döpke, Jörg
34
Hart, Robert A.
34
Shields, Michael
34
Aghion, Philippe
32
Belke, Ansgar
32
Buch, Claudia M.
32
Francesconi, Marco
31
Hautsch, Nikolaus
31
Bouri, Elie
30
Asai, Manabu
29
Bekaert, Geert
29
Härdle, Wolfgang
29
Machin, Stephen
29
Wohar, Mark E.
29
Mumtaz, Haroon
28
Herwartz, Helmut
27
Walker, Ian
27
Addison, John T.
26
Girma, Sourafel
26
Hamori, Shigeyuki
26
Haskel, Jonathan
26
Koopman, Siem Jan
26
Ma, Feng
26
Van Reenen, John
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Balcilar, Mehmet
25
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ECONIS (ZBW)
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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
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
9
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:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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