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person:"Pierdzioch, Christian"
subject:"Wirkungsanalyse"
~subject:"Volatilität"
~type:"article"
~type:"book"
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Wirkungsanalyse
Volatilität
Estimation
116
Schätzung
116
Volatility
50
Forecasting model
46
Prognoseverfahren
46
Börsenkurs
45
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45
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44
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English
53
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Pierdzioch, Christian
Gupta, Rangan
92
McAleer, Michael
85
Caporale, Guglielmo Maria
68
Lechner, Michael
68
Heckman, James J.
49
Belke, Ansgar
46
Bollerslev, Tim
44
Buch, Claudia M.
40
Pesaran, M. Hashem
37
Bahmani-Oskooee, Mohsen
36
Hujer, Reinhard
36
Caliendo, Marco
35
Lalive, Rafael
35
Todorov, Viktor
34
Engle, Robert F.
31
Gil-Alaña, Luis A.
31
Hautsch, Nikolaus
31
Asai, Manabu
29
Bouri, Elie
29
Härdle, Wolfgang
28
Mumtaz, Haroon
28
Diebold, Francis X.
27
Fitzenberger, Bernd
27
Herwartz, Helmut
27
Rodriguez, Gabriel
26
Wohar, Mark E.
26
Ziebarth, Nicolas R.
26
Balcilar, Mehmet
25
Chang, Chia-Lin
25
Ma, Feng
25
Caporin, Massimiliano
24
Giavazzi, Francesco
24
Nunnenkamp, Peter
24
Wunsch, Conny
24
Koopman, Siem Jan
23
Rose, Andrew
23
Andersen, Torben
22
Döpke, Jörg
22
Pei, Zhuan
22
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Kieler Arbeitspapiere
9
Department of Economics working paper series
6
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5
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2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
53
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53
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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
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
Saved in:
9
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:
10
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:
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