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subject:"Volatilität"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Härdle, Wolfgang"
~person:"Pierdzioch, Christian"
~subject:"Kaufkraftparität"
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Volatilität
Kaufkraftparität
Estimation
366
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366
Volatility
112
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100
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100
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90
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Bahmani-Oskooee, Mohsen
Härdle, Wolfgang
Pierdzioch, Christian
Gupta, Rangan
85
McAleer, Michael
85
Caporale, Guglielmo Maria
82
Chang, Tsangyao
51
Belke, Ansgar
48
Cheung, Yin-Wong
46
MacDonald, Ronald
45
Bollerslev, Tim
44
Gil-Alaña, Luis A.
43
Chinn, Menzie David
39
Todorov, Viktor
35
Hautsch, Nikolaus
31
Bouri, Elie
30
Asai, Manabu
29
Buch, Claudia M.
29
Herwartz, Helmut
27
Ma, Feng
26
Caporin, Massimiliano
25
Chang, Chia-Lin
25
Wohar, Mark E.
25
Engle, Robert F.
24
Koopman, Siem Jan
24
Mumtaz, Haroon
24
Andersen, Torben
22
Döpke, Jörg
22
Rodriguez, Gabriel
22
Tiwari, Aviral Kumar
22
Kumar, Dilip
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Engel, Charles
20
Fujii, Eiji
20
Schnabl, Gunther
20
Su, Chi-Wei
20
Pesaran, M. Hashem
19
Rashid, Abdul
19
Allen, David E.
18
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ECONIS (ZBW)
150
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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
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
Nonlinear ARDL approach and PPP : evidence from 82 countries
Arize, Augustine Chuck
;
Bahmani-Oskooee, Mohsen
- In:
Global economy journal : GEJ
21
(
2021
)
1
,
pp. 2150002-1-2150002-17
Persistent link: https://www.econbiz.de/10012805967
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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