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subject:"Kapitaleinkommen"
~person:"Engle, Robert F."
~person:"Pierdzioch, Christian"
~subject:"Data-Envelopment-Analyse"
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Kapitaleinkommen
Data-Envelopment-Analyse
Estimation
187
Schätzung
187
Volatility
75
Volatilität
75
Börsenkurs
67
Share price
67
Theorie
61
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57
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24
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English
57
German
1
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Engle, Robert F.
Pierdzioch, Christian
Gupta, Rangan
77
Zaremba, Adam
70
McMillan, David G.
46
Bollerslev, Tim
37
Timmermann, Allan
31
Bohl, Martin T.
29
Wohar, Mark E.
29
Bali, Turan G.
28
Todorov, Viktor
25
Zhou, Guofu
24
Campbell, John Y.
23
Caporale, Guglielmo Maria
23
Gil-Alaña, Luis A.
23
McAleer, Michael
23
Nitschka, Thomas
23
Pesaran, M. Hashem
22
Stambaugh, Robert F.
22
Wang, Yudong
22
Cakici, Nusret
21
Narayan, Paresh Kumar
21
Bouri, Elie
19
Tiwari, Aviral Kumar
18
Umutlu, Mehmet
18
Zhang, Yaojie
18
Ammann, Manuel
17
Guidolin, Massimo
17
Hoesli, Martin
17
Ma, Feng
17
Moskowitz, Tobias J.
16
Chiang, Thomas C.
15
Diebold, Francis X.
15
Guo, Hui
15
Kumar, Dilip
15
Long, Huaigang
15
Sehgal, Sanjay
15
Tang, Yi
15
Ang, Andrew
14
Balcilar, Mehmet
14
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Department of Economics working paper series
6
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5
Finance research letters
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Kieler Arbeitspapiere
3
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3
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3
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2
International review of financial analysis
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2
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper series / Czech National Bank
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ECONIS (ZBW)
57
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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
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
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
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
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
9
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
10
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
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