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subject:"Volatility"
subject:"Yield curve"
~person:"Pierdzioch, Christian"
~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Volatility
Yield curve
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Estimation
52
Schätzung
52
Forecasting model
28
Prognoseverfahren
28
Volatilität
22
Börsenkurs
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Aufsatz in Zeitschrift
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Pierdzioch, Christian
Gupta, Rangan
68
Bahmani-Oskooee, Mohsen
63
Wohar, Mark E.
27
Ma, Feng
25
Bollerslev, Tim
24
Bouri, Elie
24
Caporale, Guglielmo Maria
24
Todorov, Viktor
24
Xuan Vinh Vo
24
Gil-Alaña, Luis A.
23
McAleer, Michael
23
Balcilar, Mehmet
21
Kumar, Dilip
21
Tiwari, Aviral Kumar
21
MacDonald, Ronald
19
Chiang, Thomas C.
16
Hsing, Yu
16
Kang, Sang Hoon
16
McMillan, David G.
16
Mensi, Walid
16
Rashid, Abdul
16
Tauchen, George Eugene
16
Asai, Manabu
15
Beckmann, Joscha
15
Zhu, Huiming
15
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14
Hegerty, Scott W.
14
Li, Jia
14
Narayan, Paresh Kumar
14
Salisu, Afees A.
14
Sosvilla-Rivero, Simón
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Apergēs, Nikolaos
13
Belke, Ansgar
13
Sarno, Lucio
13
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13
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13
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
2
The European journal of finance
2
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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
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
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
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