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subject:"Volatility"
~person:"Marcellino, Massimiliano"
~person:"Pierdzioch, Christian"
~subject:"Income distribution"
~subject:"Time series analysis"
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Volatility
Income distribution
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Schätzung
212
Estimation
211
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99
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99
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74
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74
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61
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Marcellino, Massimiliano
Pierdzioch, Christian
Gil-Alaña, Luis A.
183
Caporale, Guglielmo Maria
182
Gupta, Rangan
131
McAleer, Michael
94
Koopman, Siem Jan
55
Pesaran, M. Hashem
53
Bahmani-Oskooee, Mohsen
49
Bollerslev, Tim
45
Tiwari, Aviral Kumar
38
Hautsch, Nikolaus
36
Härdle, Wolfgang
36
Miller, Stephen M.
36
Biewen, Martin
34
Todorov, Viktor
34
Herwartz, Helmut
33
Engle, Robert F.
32
Wohar, Mark E.
32
Balcilar, Mehmet
31
Belke, Ansgar
31
Bouri, Elie
31
Chang, Chia-Lin
31
Kapetanios, George
31
Mumtaz, Haroon
31
Jenkins, Stephen
30
Merz, Joachim
30
Asai, Manabu
29
Caporin, Massimiliano
28
Döpke, Jörg
28
Chan, Joshua
27
Gao, Jiti
27
Koop, Gary
27
Diebold, Francis X.
26
Ma, Feng
26
McMillan, David G.
26
Buch, Claudia M.
25
Franses, Philip Hans
25
Narayan, Paresh Kumar
25
Chang, Tsangyao
24
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ECONIS (ZBW)
86
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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
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
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 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:
9
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:
10
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
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