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subject:"Schock"
subject:"Volatilität"
~person:"Malik, Farooq"
~person:"Pierdzioch, Christian"
~person:"Wohar, Mark E."
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Gutachten"
~type_genre:"Thesis"
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Schock
Volatilität
Estimation
142
Schätzung
142
Volatility
53
Börsenkurs
50
Share price
50
Capital income
48
Kapitaleinkommen
48
Forecasting model
43
Prognoseverfahren
43
Aktienmarkt
32
Stock market
32
USA
28
United States
28
Theorie
25
Theory
25
Welt
24
World
24
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17
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17
Deutschland
17
Exchange rate
17
Germany
17
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17
Time series analysis
16
Zeitreihenanalyse
16
Structural break
15
Strukturbruch
15
Business cycle
14
Konjunktur
14
Inflation
13
Risk
13
GARCH
12
Risiko
12
Shock
12
Cointegration
11
Kointegration
11
Oil price
11
Ölpreis
11
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Undetermined
43
Free
2
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Article
60
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Article in journal
Conference paper
Gutachten
Thesis
Aufsatz in Zeitschrift
59
Arbeitspapier
27
Working Paper
27
Graue Literatur
26
Non-commercial literature
26
Aufsatz im Buch
1
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1
Hochschulschrift
1
Konferenzbeitrag
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English
60
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Malik, Farooq
Pierdzioch, Christian
Wohar, Mark E.
Gupta, Rangan
74
Bahmani-Oskooee, Mohsen
33
Ma, Feng
27
Todorov, Viktor
25
McAleer, Michael
24
Bouri, Elie
23
Tiwari, Aviral Kumar
23
Bollerslev, Tim
22
Xuan Vinh Vo
22
Balcilar, Mehmet
21
Caporale, Guglielmo Maria
20
Kumar, Dilip
20
Gil-Alaña, Luis A.
18
Mensi, Walid
18
Apergēs, Nikolaos
17
Kang, Sang Hoon
17
Rashid, Abdul
16
Asai, Manabu
15
Li, Jia
15
Belke, Ansgar
14
Brooks, Robert
14
Caporin, Massimiliano
14
Hammoudeh, Shawkat
14
Wang, Yudong
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Chiang, Thomas C.
13
Lee, Chien-chiang
13
Mumtaz, Haroon
13
Tauchen, George Eugene
13
Wu, Xinyu
13
Zhang, Yaojie
13
Zhu, Huiming
13
Demirer, Rıza
12
Hegerty, Scott W.
12
Ji, Qiang
12
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The North American journal of economics and finance : a journal of financial economics studies
7
Energy economics
4
International review of economics & finance : IREF
4
Applied economics letters
3
Applied financial economics
2
Journal of international financial markets, institutions & money
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of quantitative finance and accounting
2
The European journal of finance
2
Annals of financial economics
1
Applied economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics and Business Letters : EBL
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
German economic review
1
Global finance journal
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of international trade & economic development : an international and comparative review
1
Journal of macroeconomics
1
Journal of the Operational Research Society
1
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Open economies review
1
Research in international business and finance
1
Review of financial economics : RFE
1
Structural change and economic dynamics : SC+ED
1
Swiss journal of economics and statistics
1
The Chinese economy
1
The financial review : the official publication of the Eastern Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
60
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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 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:
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 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:
5
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
6
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
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 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:
9
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
10
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
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