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subject:"Volatilität"
~accessRights:"restricted"
~person:"Klose, Jens"
~person:"Pierdzioch, Christian"
~subject:"EU-Staaten"
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Volatilität
EU-Staaten
Estimation
37
Schätzung
37
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23
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23
Volatility
19
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14
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14
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forecasting
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22
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Klose, Jens
Pierdzioch, Christian
Gupta, Rangan
54
Ma, Feng
25
Bouri, Elie
23
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
19
Xuan Vinh Vo
18
Tiwari, Aviral Kumar
17
Wohar, Mark E.
17
Kang, Sang Hoon
16
Mensi, Walid
16
Todorov, Viktor
16
Bollerslev, Tim
13
Gil-Alaña, Luis A.
13
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Yoon, Seong-min
12
Zhu, Huiming
12
Caporale, Guglielmo Maria
11
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Zhang, Yaojie
11
Chevallier, Julien
10
Hammoudeh, Shawkat
10
Jawadi, Fredj
10
Sehgal, Sanjay
10
Sosvilla-Rivero, Simón
10
Brooks, Robert
9
Demirer, Rıza
9
Kelly, Bryan T.
9
McAleer, Michael
9
Apergēs, Nikolaos
8
Clements, Adam
8
Degiannakis, Stavros
8
Ji, Qiang
8
Ma, Jun
8
Marcellino, Massimiliano
8
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The North American journal of economics and finance : a journal of financial economics studies
5
Department of Economics working paper series
2
Economic modelling
2
The European journal of finance
2
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1
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
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1
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1
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ECONIS (ZBW)
22
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1
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:
2
Estimated monetary policy rules for the ECB with granular variations of forecast horizons for inflation and output
Klose, Jens
- In:
Economic modelling
127
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463747
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 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:
5
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:
6
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:
7
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
Saved in:
8
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
9
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
10
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
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