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subject:"Volatility"
subject:"Yield curve"
~person:"Koopman, Siem Jan"
~person:"Pierdzioch, Christian"
~person:"Taylor, Alan M."
~subject:"Konjunktur"
~type:"article"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Konjunktur
Estimation
89
Schätzung
89
Forecasting model
35
Prognoseverfahren
35
Volatilität
28
Theorie
27
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27
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Koopman, Siem Jan
Pierdzioch, Christian
Taylor, Alan M.
Gupta, Rangan
70
Bahmani-Oskooee, Mohsen
35
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
28
Wohar, Mark E.
27
Ma, Feng
25
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24
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Bollerslev, Tim
23
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22
Xuan Vinh Vo
22
Bouri, Elie
21
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20
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16
Asai, Manabu
16
Chiang, Thomas C.
16
Jalles, João Tovar
16
Kang, Sang Hoon
16
Mensi, Walid
16
Tiwari, Aviral Kumar
16
Belke, Ansgar
15
Döpke, Jörg
15
McMillan, David G.
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Rashid, Abdul
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Tauchen, George Eugene
15
Afonso, António
14
Brooks, Robert
14
Li, Jia
14
Wang, Yudong
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Wei, Yu
14
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13
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13
Lee, Chien-chiang
13
Yoon, Seong-min
13
Zhu, Huiming
13
Demirer, Rıza
12
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12
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The North American journal of economics and finance : a journal of financial economics studies
5
The European journal of finance
2
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1
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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Nonlinear time series analysis of business cycles
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ECONIS (ZBW)
37
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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
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
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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