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subject:"Volatilität"
~person:"Pierdzioch, Christian"
~subject:"EU-Staaten"
~subject:"Theory"
~subject:"USA"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Volatilität
EU-Staaten
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USA
Wirtschaftswachstum
Estimation
52
Schätzung
52
Forecasting model
28
Prognoseverfahren
28
Volatility
22
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20
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20
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19
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19
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realized volatility
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32
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31
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Pierdzioch, Christian
Gupta, Rangan
113
Gil-Alaña, Luis A.
76
Bahmani-Oskooee, Mohsen
70
Caporale, Guglielmo Maria
63
Wohar, Mark E.
45
Apergēs, Nikolaos
41
Tiwari, Aviral Kumar
39
Belke, Ansgar
38
Pradhan, Rudra Prakash
34
Serletis, Apostolos
34
Balcilar, Mehmet
31
Lee, Chien-chiang
31
Shahbaz, Muhammad
31
Chang, Tsangyao
30
Ma, Feng
30
McAleer, Michael
30
Bollerslev, Tim
29
Narayan, Paresh Kumar
29
Xuan Vinh Vo
29
Kumbhakar, Subal
28
Bouri, Elie
26
Todorov, Viktor
26
Hsing, Yu
25
Sosvilla-Rivero, Simón
24
Brooks, Robert
23
MacDonald, Ronald
23
McMillan, David G.
22
Moosa, Imad A.
22
Hammoudeh, Shawkat
21
Herwartz, Helmut
21
Kang, Sang Hoon
21
Tsionas, Efthymios G.
21
Jawadi, Fredj
20
Kumar, Dilip
20
Payne, James E.
20
Yoon, Seong-min
20
Koopman, Siem Jan
19
Mensi, Walid
19
Sarno, Lucio
19
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The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
2
Journal of forecasting
2
The European journal of finance
2
Annals of financial economics
1
Applied economics letters
1
Economics letters
1
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1
International economics and economic policy : IEEP
1
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1
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1
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1
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1
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1
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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1
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
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1
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1
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The empirical economics letters : a monthly international journal of economics
1
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ECONIS (ZBW)
31
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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
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:
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
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
6
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:
7
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:
8
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
Saved in:
9
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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