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subject:"United States"
~person:"Hsing, Yu"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Exchange rate"
~subject:"Gold"
~subject:"Prognoseverfahren"
~subject:"Share price"
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United States
Exchange rate
Gold
Prognoseverfahren
Share price
Estimation
167
Schätzung
167
Volatility
56
Volatilität
56
Börsenkurs
52
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Hsing, Yu
Pierdzioch, Christian
Gupta, Rangan
185
Caporale, Guglielmo Maria
166
Gil-Alaña, Luis A.
106
McAleer, Michael
91
Belke, Ansgar
78
Bahmani-Oskooee, Mohsen
76
Marcellino, Massimiliano
70
Pesaran, M. Hashem
67
Heckman, James J.
66
Cheung, Yin-Wong
65
Wohar, Mark E.
60
Chinn, Menzie David
56
Hautsch, Nikolaus
53
McMillan, David G.
53
Bollerslev, Tim
52
Koopman, Siem Jan
52
Narayan, Paresh Kumar
52
Zaremba, Adam
52
Timmermann, Allan
50
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48
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47
Bohl, Martin T.
46
Herwartz, Helmut
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Balcilar, Mehmet
45
Schorfheide, Frank
43
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42
Härdle, Wolfgang
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Kilian, Lutz
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Tiwari, Aviral Kumar
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Beckmann, Joscha
41
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40
Döpke, Jörg
38
Kapetanios, George
38
Stulz, René M.
38
Ludvigson, Sydney C.
35
Reitz, Stefan
35
Ma, Feng
34
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6
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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
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:
4
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:
5
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:
6
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:
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
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:
10
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
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