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subject:"Aktienmarkt"
subject:"Time series analysis"
~person:"Pierdzioch, Christian"
~subject:"Risiko"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Time series analysis
Risiko
Theory
Estimation
52
Schätzung
52
Forecasting model
28
Prognoseverfahren
28
Volatility
22
Volatilität
22
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20
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20
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15
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Aufsatz in Zeitschrift
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Pierdzioch, Christian
Gupta, Rangan
99
Gil-Alaña, Luis A.
98
Caporale, Guglielmo Maria
61
Tiwari, Aviral Kumar
44
Wohar, Mark E.
40
Bahmani-Oskooee, Mohsen
38
Chang, Tsangyao
35
Zaremba, Adam
32
Moosa, Imad A.
29
Serletis, Apostolos
28
Kumbhakar, Subal
27
Ma, Feng
27
Narayan, Paresh Kumar
27
McMillan, David G.
26
Balcilar, Mehmet
25
Lee, Chien-chiang
23
Brooks, Robert
22
Bollerslev, Tim
21
Apergēs, Nikolaos
20
Salisu, Afees A.
20
Chiang, Thomas C.
19
Todorov, Viktor
19
Herwartz, Helmut
18
McAleer, Michael
18
Sehgal, Sanjay
18
Ghysels, Eric
17
Jawadi, Fredj
17
Su, Chi-Wei
17
Yoon, Seong-min
17
Demirer, Rıza
16
Fabozzi, Frank J.
16
Hammoudeh, Shawkat
16
Koop, Gary
16
Koopman, Siem Jan
16
MacDonald, Ronald
16
Peel, David
15
Ramírez, Miguel D.
15
Shahzad, Syed Jawad Hussain
15
Zhang, Yaojie
15
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The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International review of financial analysis
2
Journal of forecasting
2
Annals of financial economics
1
Applied economics letters
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
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Research in international business and finance
1
Review of economics
1
The European journal of finance
1
The empirical economics letters : a monthly international journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
23
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
8
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:
9
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:
10
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
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