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subject:"Aktienmarkt"
subject:"Time series analysis"
~person:"Pierdzioch, Christian"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Time series analysis
Risiko
Estimation
52
Schätzung
52
Forecasting model
28
Prognoseverfahren
28
Volatility
22
Volatilität
22
Börsenkurs
20
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20
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19
Deutschland
15
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11
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forecasting
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realized volatility
4
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Pierdzioch, Christian
Gil-Alaña, Luis A.
88
Gupta, Rangan
87
Caporale, Guglielmo Maria
48
Tiwari, Aviral Kumar
38
Zaremba, Adam
31
Wohar, Mark E.
29
Bahmani-Oskooee, Mohsen
26
Chang, Tsangyao
26
Balcilar, Mehmet
25
Ma, Feng
23
McMillan, David G.
22
Narayan, Paresh Kumar
20
Moosa, Imad A.
19
Salisu, Afees A.
19
Sehgal, Sanjay
18
Chiang, Thomas C.
17
Brooks, Robert
16
Lee, Chien-chiang
16
Demirer, Rıza
15
Todorov, Viktor
15
Bollerslev, Tim
14
Hammoudeh, Shawkat
14
Jawadi, Fredj
14
Koopman, Siem Jan
14
Ramírez, Miguel D.
13
Xuan Vinh Vo
13
Yoon, Seong-min
13
Bouri, Elie
12
Herwartz, Helmut
12
Kang, Sang Hoon
12
Ranjbar, Omid
12
Shahzad, Syed Jawad Hussain
12
Tauchen, George Eugene
12
Bekiros, Stelios
11
Li, Jia
11
McAleer, Michael
11
Su, Chi-Wei
11
Wong, Wing Keung
11
Zhang, Yaojie
11
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The North American journal of economics and finance : a journal of financial economics studies
3
Journal of forecasting
2
Applied economics letters
1
Finance research 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
International review of financial analysis
1
Journal of economics & business
1
Journal of financial markets
1
Research in international business and finance
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)
16
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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
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:
8
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:
9
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
Saved in:
10
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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