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subject:"Volatility"
~person:"Pierdzioch, Christian"
~subject:"Konjunktur"
~subject:"Stock market"
~subject:"Wirtschaftswachstum"
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Volatility
Konjunktur
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Wirtschaftswachstum
Estimation
116
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116
Volatilität
50
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46
Prognoseverfahren
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Pierdzioch, Christian
Caporale, Guglielmo Maria
136
Gupta, Rangan
132
McAleer, Michael
92
Gil-Alaña, Luis A.
84
Döpke, Jörg
49
Tiwari, Aviral Kumar
46
Belke, Ansgar
44
Bollerslev, Tim
44
Herwartz, Helmut
43
Koopman, Siem Jan
43
Narayan, Paresh Kumar
43
Diebold, Francis X.
42
Pesaran, M. Hashem
41
Hautsch, Nikolaus
40
Wohar, Mark E.
40
Bahmani-Oskooee, Mohsen
38
Buch, Claudia M.
38
Balcilar, Mehmet
37
Taylor, Alan M.
37
Pradhan, Rudra Prakash
36
Bouri, Elie
35
Todorov, Viktor
35
Zaremba, Adam
34
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33
Härdle, Wolfgang
32
Chang, Chia-Lin
31
Cheung, Yin-Wong
31
Graff, Michael
31
Ma, Feng
31
Apergēs, Nikolaos
30
Engle, Robert F.
30
Levine, Ross
30
Westermann, Frank
30
Asai, Manabu
29
Lee, Chien-chiang
29
McMillan, David G.
29
Woessmann, Ludger
29
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28
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ECONIS (ZBW)
68
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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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