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subject:"Aktienmarkt"
subject:"Time series analysis"
~person:"Pierdzioch, Christian"
~subject:"Börsenkurs"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Time series analysis
Börsenkurs
Risiko
Estimation
52
Schätzung
52
Forecasting model
28
Prognoseverfahren
28
Volatility
22
Volatilität
22
Share price
20
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19
Kapitaleinkommen
19
Deutschland
15
Germany
15
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11
Welt
11
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forecasting
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realized volatility
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26
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Aufsatz in Zeitschrift
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English
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Pierdzioch, Christian
Gupta, Rangan
99
Gil-Alaña, Luis A.
95
Caporale, Guglielmo Maria
55
Tiwari, Aviral Kumar
46
Zaremba, Adam
40
Wohar, Mark E.
39
McMillan, David G.
35
Narayan, Paresh Kumar
30
Bahmani-Oskooee, Mohsen
29
Balcilar, Mehmet
28
Chang, Tsangyao
28
Ma, Feng
27
Salisu, Afees A.
24
Brooks, Robert
22
Lee, Chien-chiang
22
Bollerslev, Tim
21
Chiang, Thomas C.
21
Sehgal, Sanjay
21
Jawadi, Fredj
20
Moosa, Imad A.
19
Todorov, Viktor
19
McAleer, Michael
18
Demirer, Rıza
16
Xuan Vinh Vo
16
Yoon, Seong-min
16
Bouri, Elie
15
Cakici, Nusret
15
Hammoudeh, Shawkat
15
Wang, Yudong
15
Caporin, Massimiliano
14
Herwartz, Helmut
14
Kang, Sang Hoon
14
Koopman, Siem Jan
14
Tauchen, George Eugene
14
Zhang, Yaojie
14
Apergēs, Nikolaos
13
Bohl, Martin T.
13
Ghysels, Eric
13
Narayan, Seema
13
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Finance research letters
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of financial analysis
2
Journal of forecasting
2
Applied economics letters
1
Applied financial economics letters
1
European journal of political economy
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economics & business
1
Journal of financial markets
1
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
Research in international business and finance
1
Swiss journal of economics and statistics
1
The empirical economics letters : a monthly international journal of economics
1
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ECONIS (ZBW)
26
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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
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:
3
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:
4
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:
5
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
6
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
7
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
Saved in:
8
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
9
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
10
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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