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subject:"Volatilität"
~person:"Pierdzioch, Christian"
~subject:"EU-Staaten"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Volatilität
EU-Staaten
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Estimation
52
Schätzung
52
Forecasting model
28
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28
Volatility
22
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20
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Pierdzioch, Christian
Gupta, Rangan
104
Bahmani-Oskooee, Mohsen
69
Gil-Alaña, Luis A.
69
Caporale, Guglielmo Maria
60
Wohar, Mark E.
44
Belke, Ansgar
37
Serletis, Apostolos
34
Apergēs, Nikolaos
33
Tiwari, Aviral Kumar
31
Bollerslev, Tim
29
McAleer, Michael
29
Kumbhakar, Subal
28
Ma, Feng
28
Balcilar, Mehmet
27
Bouri, Elie
26
Xuan Vinh Vo
26
Hsing, Yu
25
Todorov, Viktor
25
Brooks, Robert
23
Narayan, Paresh Kumar
23
Chang, Tsangyao
22
Lee, Chien-chiang
22
MacDonald, Ronald
22
Sosvilla-Rivero, Simón
22
McMillan, David G.
21
Moosa, Imad A.
21
Tsionas, Efthymios G.
21
Kumar, Dilip
20
Herwartz, Helmut
19
Jawadi, Fredj
19
Kang, Sang Hoon
19
Koopman, Siem Jan
19
Payne, James E.
19
Hammoudeh, Shawkat
18
Marcellino, Massimiliano
18
Rashid, Abdul
18
Sarno, Lucio
18
Tauchen, George Eugene
18
Chiang, Thomas C.
17
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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
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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
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1
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1
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1
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ECONIS (ZBW)
30
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality
Balcilar, Mehmet
;
Berisha, Edmond
;
Gupta, Rangan
; …
- In:
Structural change and economic dynamics : SC+ED
57
(
2021
),
pp. 87-92
Persistent link: https://www.econbiz.de/10012648494
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