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subject:"Share price"
subject:"Stock index"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stock index
ARCH model
Estimation
192
Schätzung
192
Börsenkurs
69
Volatility
61
Volatilität
61
Capital income
54
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54
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Pierdzioch, Christian
Tiwari, Aviral Kumar
Gupta, Rangan
86
McAleer, Michael
64
Caporale, Guglielmo Maria
54
Gil-Alaña, Luis A.
45
Hautsch, Nikolaus
37
Bohl, Martin T.
36
Wohar, Mark E.
32
Zaremba, Adam
31
McMillan, David G.
30
Narayan, Paresh Kumar
30
Bollerslev, Tim
27
Chang, Chia-Lin
27
Herwartz, Helmut
26
Todorov, Viktor
26
Ma, Feng
25
Allen, David E.
24
Bouri, Elie
24
Härdle, Wolfgang
23
Jawadi, Fredj
22
Balcilar, Mehmet
21
Kumar, Dilip
20
Paolella, Marc S.
20
Salisu, Afees A.
20
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20
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19
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18
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18
Entorf, Horst
18
Lee, Chien-chiang
18
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17
Belke, Ansgar
16
Hess, Dieter
16
Lux, Thomas
16
Pesaran, M. Hashem
16
Timmermann, Allan
16
Weber, Enzo
16
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15
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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
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:
7
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:
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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