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subject:"Volatility"
~person:"Pierdzioch, Christian"
~subject:"EU countries"
~subject:"Wirtschaftswachstum"
~subject:"World"
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Volatility
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Estimation
116
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50
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46
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Pierdzioch, Christian
Caporale, Guglielmo Maria
131
Belke, Ansgar
125
Schneider, Friedrich
123
Gupta, Rangan
120
McAleer, Michael
101
Buch, Claudia M.
92
Woessmann, Ludger
90
Dreher, Axel
79
Gil-Alaña, Luis A.
64
MacDonald, Ronald
63
Nunnenkamp, Peter
62
Voigt, Stefan
62
Pesaran, M. Hashem
58
Herwartz, Helmut
56
Rose, Andrew
55
Van Reenen, John
55
Bahmani-Oskooee, Mohsen
51
Dreger, Christian
50
Afonso, António
48
Rault, Christophe
48
Hayo, Bernd
47
Levine, Ross
47
Cheung, Yin-Wong
46
Bollerslev, Tim
45
Aghion, Philippe
43
Crespo Cuaresma, Jesús
41
Haan, Jakob de
41
Acemoglu, Daron
40
Chang, Chia-Lin
40
Narayan, Paresh Kumar
40
Apergēs, Nikolaos
39
Koopman, Siem Jan
39
Barro, Robert J.
38
Heinemann, Friedrich
38
Sala-i-Martin, Xavier
38
Döpke, Jörg
37
Badinger, Harald
36
Yilmazkuday, Hakan
36
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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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