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subject:"Volatility"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Stock market"
~subject:"Wirtschaftswachstum"
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Volatility
Stock market
Wirtschaftswachstum
Estimation
179
Schätzung
179
Volatilität
75
Forecasting model
56
Prognoseverfahren
56
Börsenkurs
48
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48
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94
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
122
Caporale, Guglielmo Maria
107
McAleer, Michael
92
Gil-Alaña, Luis A.
61
Tiwari, Aviral Kumar
45
Bollerslev, Tim
44
Narayan, Paresh Kumar
42
Hautsch, Nikolaus
40
Belke, Ansgar
38
Herwartz, Helmut
38
Bahmani-Oskooee, Mohsen
36
Pradhan, Rudra Prakash
36
Wohar, Mark E.
36
Bouri, Elie
35
Pesaran, M. Hashem
35
Todorov, Viktor
35
Zaremba, Adam
34
Balcilar, Mehmet
33
Härdle, Wolfgang
32
Koopman, Siem Jan
31
Ma, Feng
31
Levine, Ross
30
Rault, Christophe
30
Asai, Manabu
29
Engle, Robert F.
29
Woessmann, Ludger
29
Caporin, Massimiliano
28
Döpke, Jörg
28
Lee, Chien-chiang
28
McMillan, David G.
28
Shahbaz, Muhammad
28
Xuan Vinh Vo
28
Asongu, Simplice
27
Buch, Claudia M.
27
Crespo Cuaresma, Jesús
27
Apergēs, Nikolaos
26
Acemoglu, Daron
25
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25
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ECONIS (ZBW)
94
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94
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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
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
3
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
4
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
5
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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