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subject:"Share price"
subject:"Stock index"
~person:"Grammig, Joachim"
~person:"Pierdzioch, Christian"
~subject:"Wechselkurs"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stock index
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Estimation
131
Schätzung
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56
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51
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51
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Grammig, Joachim
Pierdzioch, Christian
Gupta, Rangan
112
Caporale, Guglielmo Maria
84
Bahmani-Oskooee, Mohsen
76
Schneider, Friedrich
68
McAleer, Michael
66
Belke, Ansgar
65
Gil-Alaña, Luis A.
61
Rose, Andrew
58
Dreher, Axel
50
MacDonald, Ronald
50
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45
Wohar, Mark E.
45
Cheung, Yin-Wong
44
Zaremba, Adam
44
Pesaran, M. Hashem
43
Voigt, Stefan
42
Buch, Claudia M.
39
Narayan, Paresh Kumar
38
Bohl, Martin T.
37
Nunnenkamp, Peter
37
Tiwari, Aviral Kumar
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Beckmann, Joscha
34
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31
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29
Lee, Chien-chiang
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Salisu, Afees A.
29
Balcilar, Mehmet
28
Allen, David E.
27
Chang, Chia-Lin
27
Chinn, Menzie David
27
Härdle, Wolfgang
27
Yilmazkuday, Hakan
27
Apergēs, Nikolaos
26
Hayo, Bernd
26
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ECONIS (ZBW)
76
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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
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:
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 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
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:
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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