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subject:"EU countries"
type_genre:"CD-ROM, DVD"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU countries
Volatilität
Estimation
78
Schätzung
78
Capital income
34
Kapitaleinkommen
34
Börsenkurs
32
Share price
32
Volatility
31
Forecasting model
30
Prognoseverfahren
30
Aktienmarkt
27
Stock market
27
Deutschland
16
Germany
16
Welt
14
World
14
CAPM
10
Theorie
10
Theory
10
Exchange rate
9
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9
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7
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7
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7
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7
India
7
Indien
7
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7
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7
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7
Cointegration
6
EU-Staaten
6
Euro area
6
Eurozone
6
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6
Finanzkrise
6
France
6
Frankreich
6
Kointegration
6
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Undetermined
27
Free
2
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Article
37
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CD-ROM, DVD
Aufsatz in Zeitschrift
Conference paper
Article in journal
36
Arbeitspapier
21
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
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1
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1
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English
37
Author
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Pierdzioch, Christian
Sehgal, Sanjay
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
35
Ma, Feng
26
Belke, Ansgar
25
Caporale, Guglielmo Maria
25
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Xuan Vinh Vo
23
Bollerslev, Tim
22
Gil-Alaña, Luis A.
22
Wohar, Mark E.
21
Kumar, Dilip
20
Tiwari, Aviral Kumar
20
Balcilar, Mehmet
19
Kang, Sang Hoon
18
Mensi, Walid
18
Sosvilla-Rivero, Simón
17
Apergēs, Nikolaos
15
Asai, Manabu
15
Rashid, Abdul
15
Brooks, Robert
14
Chiang, Thomas C.
14
Herwartz, Helmut
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Hegerty, Scott W.
13
Lee, Chien-chiang
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Chevallier, Julien
12
Malik, Farooq
12
McMillan, David G.
12
Narayan, Paresh Kumar
12
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The North American journal of economics and finance : a journal of financial economics studies
5
The European journal of finance
3
Decision
2
IIMB management review
2
International economics and economic policy : IEEP
2
Annals of financial economics
1
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Empirica : journal of european economics
1
Finance research letters
1
German economic review
1
International journal of emerging markets
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 economic integration
1
Journal of economic integration : jei
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of financial markets
1
Journal of forecasting
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
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
Research in international business and finance
1
The Indian economic journal
1
Theoretical economics letters
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ECONIS (ZBW)
37
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1
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37
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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
Monetary policy and stock market interaction : international evidence
Saini, Sakshi
;
Sehgal, Sanjay
- In:
The Indian economic journal
71
(
2023
)
3
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014324921
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement
Gupta, Priyanshi
;
Sehgal, Sanjay
- In:
Journal of economic integration : jei
34
(
2019
)
4
,
pp. 667-704
Persistent link: https://www.econbiz.de/10012137329
Saved in:
10
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
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