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subject:"Share price"
subject:"Stock index"
~person:"Lux, Thomas"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stock index
Estimation
215
Schätzung
214
Börsenkurs
84
Volatility
70
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70
Capital income
61
Kapitaleinkommen
61
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Lux, Thomas
Pierdzioch, Christian
Tiwari, Aviral Kumar
Gupta, Rangan
72
Caporale, Guglielmo Maria
49
Gil-Alaña, Luis A.
42
Bohl, Martin T.
36
McAleer, Michael
35
Hautsch, Nikolaus
32
Wohar, Mark E.
31
Zaremba, Adam
31
McMillan, David G.
28
Narayan, Paresh Kumar
27
Todorov, Viktor
26
Bollerslev, Tim
23
Härdle, Wolfgang
22
Allen, David E.
21
Theissen, Erik
20
Salisu, Afees A.
19
Balcilar, Mehmet
18
Entorf, Horst
18
Bouri, Elie
17
Chiang, Thomas C.
17
Belke, Ansgar
16
Herwartz, Helmut
16
Hess, Dieter
16
Pesaran, M. Hashem
16
Timmermann, Allan
16
Cheung, Yin-Wong
15
Ma, Feng
15
Nitschka, Thomas
15
Stulz, René M.
15
Tauchen, George Eugene
15
Döpke, Jörg
14
Jawadi, Fredj
14
Lettau, Martin
14
Weber, Enzo
14
Zhang, Yaojie
14
Cakici, Nusret
13
Grammig, Joachim
13
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ECONIS (ZBW)
86
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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
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:
4
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:
5
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
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
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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
The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna
;
Hamdi, Besma
;
Tiwari, Aviral Kumar
; …
- In:
International journal of law and management
65
(
2023
)
6
,
pp. 485-510
Persistent link: https://www.econbiz.de/10014432902
Saved in:
10
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
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