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subject:"Aktienmarkt"
subject:"Time series analysis"
~person:"Pierdzioch, Christian"
~subject:"Risiko"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Time series analysis
Risiko
Volatility
Estimation
52
Schätzung
52
Forecasting model
28
Prognoseverfahren
28
Volatilität
22
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20
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Aufsatz in Zeitschrift
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34
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33
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Pierdzioch, Christian
Gupta, Rangan
107
Gil-Alaña, Luis A.
92
Bahmani-Oskooee, Mohsen
56
Caporale, Guglielmo Maria
53
Tiwari, Aviral Kumar
45
Wohar, Mark E.
39
Zaremba, Adam
35
Balcilar, Mehmet
34
Ma, Feng
31
McMillan, David G.
31
Bouri, Elie
27
Chang, Tsangyao
27
Narayan, Paresh Kumar
27
Xuan Vinh Vo
27
McAleer, Michael
25
Todorov, Viktor
25
Lee, Chien-chiang
24
Bollerslev, Tim
23
Kumar, Dilip
22
Chiang, Thomas C.
21
Kang, Sang Hoon
21
Moosa, Imad A.
21
Yoon, Seong-min
21
Brooks, Robert
20
Mensi, Walid
20
Salisu, Afees A.
20
Sehgal, Sanjay
20
Hammoudeh, Shawkat
19
Wang, Yudong
19
Apergēs, Nikolaos
18
Zhang, Yaojie
18
Bali, Turan G.
17
Demirer, Rıza
17
Jawadi, Fredj
17
Koopman, Siem Jan
16
Rashid, Abdul
16
Yin, Libo
16
Asai, Manabu
15
Caporin, Massimiliano
15
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
2
Finance research letters
2
Journal of forecasting
2
The European journal of finance
2
Annals of financial economics
1
German economic review
1
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1
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1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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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Research in international business and finance
1
The empirical economics letters : a monthly international journal of economics
1
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ECONIS (ZBW)
28
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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
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
10
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
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