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subject:"Volatility"
~accessRights:"restricted"
~person:"Chang, Chia-Lin"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
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Volatility
Kapitaleinkommen
Estimation
44
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42
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29
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25
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18
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Chang, Chia-Lin
McAleer, Michael
Pierdzioch, Christian
Gupta, Rangan
76
Zaremba, Adam
50
Ma, Feng
32
Wohar, Mark E.
26
Tiwari, Aviral Kumar
25
Bouri, Elie
24
Balcilar, Mehmet
23
Bahmani-Oskooee, Mohsen
21
Wang, Yudong
21
Xuan Vinh Vo
21
Zhang, Yaojie
21
Todorov, Viktor
18
McMillan, David G.
17
Narayan, Paresh Kumar
17
Kang, Sang Hoon
16
Mensi, Walid
15
Salisu, Afees A.
15
Yoon, Seong-min
15
Jawadi, Fredj
14
Kelly, Bryan T.
14
Long, Huaigang
14
Sehgal, Sanjay
14
Wei, Yu
14
Yin, Libo
14
Zhu, Huiming
14
Bollerslev, Tim
13
Demirer, Rıza
13
Hammoudeh, Shawkat
13
Lee, Chien-chiang
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Li, Jia
13
Nonejad, Nima
13
Wu, Xinyu
13
Cakici, Nusret
12
Kumar, Dilip
12
Chiang, Thomas C.
11
Gil-Alaña, Luis A.
11
Shahzad, Syed Jawad Hussain
11
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10
Bali, Turan G.
10
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The North American journal of economics and finance : a journal of financial economics studies
5
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ECONIS (ZBW)
34
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1
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:
2
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:
3
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:
4
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:
5
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
6
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
7
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:
8
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
9
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:
10
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
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