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subject:"Germany"
~language:"deu"
~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"Volatility"
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Germany
Volatility
Estimation
118
Schätzung
118
Volatilität
51
Forecasting model
47
Prognoseverfahren
47
Börsenkurs
46
Share price
46
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44
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Pierdzioch, Christian
Wagner, Joachim
259
Schnabel, Claus
127
Fitzenberger, Bernd
112
Bauer, Thomas K.
98
Riphahn, Regina T.
95
Fritsch, Michael
87
Gupta, Rangan
85
Kaiser, Ulrich
85
McAleer, Michael
85
Bellmann, Lutz
76
Zimmermann, Klaus F.
75
Caporale, Guglielmo Maria
74
Buch, Claudia M.
72
Schmidt, Christoph M.
72
Döpke, Jörg
68
Schank, Thorsten
66
Belke, Ansgar
64
Caliendo, Marco
62
Czarnitzki, Dirk
62
Merz, Joachim
60
Pfeiffer, Friedhelm
58
Steiner, Viktor
58
Winkelmann, Rainer
57
Addison, John T.
56
Frondel, Manuel
55
Puhani, Patrick A.
53
Kraft, Kornelius
51
Biewen, Martin
50
Bollerslev, Tim
49
Hujer, Reinhard
47
Pannenberg, Markus
47
Schwarze, Johannes
47
Hübler, Olaf
46
Bohl, Martin T.
45
Dustmann, Christian
45
Franz, Wolfgang
45
Gil-Alaña, Luis A.
45
Lechner, Michael
45
Wagner, Gert G.
45
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Institut für Weltwirtschaft
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Kieler Arbeitspapiere
13
Kiel working paper
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Department of Economics working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
The European journal of finance
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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Research in international business and finance
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ECONIS (ZBW)
79
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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
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
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