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subject:"EU-Staaten"
subject:"Volatility"
~person:"Koopman, Siem Jan"
~person:"Pierdzioch, Christian"
~subject:"Capital income"
~subject:"Stock market"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Capital income
Stock market
Estimation
73
Schätzung
73
Forecasting model
34
Prognoseverfahren
34
Volatilität
26
Theorie
22
Theory
22
Börsenkurs
21
Kapitaleinkommen
21
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21
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17
Zeitreihenanalyse
17
Deutschland
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14
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11
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5
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5
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Article
43
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Aufsatz in Zeitschrift
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55
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55
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55
Article in journal
43
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2
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English
43
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Koopman, Siem Jan
Pierdzioch, Christian
Gupta, Rangan
94
Zaremba, Adam
60
Wohar, Mark E.
40
Gil-Alaña, Luis A.
37
McMillan, David G.
37
Tiwari, Aviral Kumar
36
Bahmani-Oskooee, Mohsen
35
Caporale, Guglielmo Maria
34
Ma, Feng
33
Narayan, Paresh Kumar
33
Xuan Vinh Vo
33
Bouri, Elie
30
Balcilar, Mehmet
28
Belke, Ansgar
28
Todorov, Viktor
26
Bollerslev, Tim
24
McAleer, Michael
24
Sehgal, Sanjay
24
Kang, Sang Hoon
23
Kumar, Dilip
23
Mensi, Walid
23
Wang, Yudong
23
Yoon, Seong-min
22
Zhang, Yaojie
22
Apergēs, Nikolaos
21
Bali, Turan G.
21
Chiang, Thomas C.
21
Lee, Chien-chiang
21
Cakici, Nusret
20
Hammoudeh, Shawkat
20
Brooks, Robert
18
Demirer, Rıza
18
Sosvilla-Rivero, Simón
18
Herwartz, Helmut
17
Rashid, Abdul
17
Salisu, Afees A.
17
Jawadi, Fredj
16
Tauchen, George Eugene
16
Andersen, Torben
15
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The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
4
The European journal of finance
3
Applied economics letters
2
International economics and economic policy : IEEP
2
International review of financial analysis
2
Journal of forecasting
2
Annals of financial economics
1
Applied financial economics
1
Econometric reviews
1
Economics letters
1
European journal of political economy
1
German economic review
1
International journal of forecasting
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 econometrics
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
Research in international business and 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)
43
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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
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:
9
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
Saved in:
10
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
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