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subject:"Impact assessment"
~person:"Apergēs, Nikolaos"
~person:"Pierdzioch, Christian"
~subject:"Börsenkurs"
~subject:"Panel"
~subject:"Volatility"
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Impact assessment
Börsenkurs
Panel
Volatility
Estimation
195
Schätzung
195
Volatilität
63
Share price
54
Forecasting model
48
Prognoseverfahren
48
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English
121
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Apergēs, Nikolaos
Pierdzioch, Christian
Caporale, Guglielmo Maria
133
Gupta, Rangan
131
McAleer, Michael
98
Pesaran, M. Hashem
75
Lechner, Michael
69
Belke, Ansgar
67
Narayan, Paresh Kumar
64
Bollerslev, Tim
60
Gil-Alaña, Luis A.
59
Herwartz, Helmut
50
Heckman, James J.
49
McMillan, David G.
49
Baltagi, Badi H.
48
Hautsch, Nikolaus
48
Tiwari, Aviral Kumar
47
Bahmani-Oskooee, Mohsen
46
Engle, Robert F.
45
Bohl, Martin T.
44
Wohar, Mark E.
44
Buch, Claudia M.
43
Todorov, Viktor
43
Zaremba, Adam
40
Afonso, António
38
Hujer, Reinhard
38
Lee, Chien-chiang
38
Caliendo, Marco
35
Härdle, Wolfgang
35
Lalive, Rafael
35
Allen, David E.
34
Bouri, Elie
34
Döpke, Jörg
34
Balcilar, Mehmet
33
Mumtaz, Haroon
33
Gao, Jiti
32
Rault, Christophe
32
Reitz, Stefan
31
Chang, Chia-Lin
30
Dreger, Christian
30
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Kiel working paper
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5
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4
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
121
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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
Pandemic, sentiments over COVID-19, and EU convergence
Anastasiou, Athanasios
;
Apergēs, Nikolaos
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1683-1707
Persistent link: https://www.econbiz.de/10014519962
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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