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subject:"Geldpolitik"
subject:"USA"
~person:"Pierdzioch, Christian"
~subject:"Volatility"
~subject:"Volatilität"
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Geldpolitik
USA
Volatility
Volatilität
Estimation
118
Schätzung
118
Forecasting model
47
Prognoseverfahren
47
Börsenkurs
46
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English
63
German
4
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Pierdzioch, Christian
Gupta, Rangan
160
Caporale, Guglielmo Maria
159
Gil-Alaña, Luis A.
105
Belke, Ansgar
104
McAleer, Michael
97
Heckman, James J.
65
Pesaran, M. Hashem
63
Bahmani-Oskooee, Mohsen
59
Bollerslev, Tim
58
Wohar, Mark E.
54
Koopman, Siem Jan
50
Mumtaz, Haroon
50
Engle, Robert F.
46
Siklos, Pierre L.
46
Miller, Stephen M.
45
Hautsch, Nikolaus
44
Balcilar, Mehmet
43
Christiano, Lawrence J.
42
Hamermesh, Daniel S.
42
Bohl, Martin T.
39
Marcellino, Massimiliano
38
Schorfheide, Frank
38
Todorov, Viktor
38
Eickmeier, Sandra
37
Diebold, Francis X.
36
Galí, Jordi
36
Buch, Claudia M.
35
Härdle, Wolfgang
35
Cheung, Yin-Wong
34
Leeper, Eric M.
34
Bouri, Elie
33
Herwartz, Helmut
33
Karanassou, Marika
33
Hayo, Bernd
32
Reitz, Stefan
32
Timmermann, Allan
32
Bloom, Nicholas
31
Caporin, Massimiliano
31
Kilian, Lutz
31
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Kiel working paper
9
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The North American journal of economics and finance : a journal of financial economics studies
5
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Journal of forecasting
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
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Research in international business and finance
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Structural change and economic dynamics : SC+ED
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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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
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
3
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
4
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
5
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
7
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:
8
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:
9
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:
10
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
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