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~accessRights:"free"
~language:"eng"
~language:"spa"
~person:"Pierdzioch, Christian"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Volatility
Estimation
40
Schätzung
40
Forecasting model
35
Prognoseverfahren
35
Theorie
35
Theory
35
Volatilität
31
Börsenkurs
22
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22
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22
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22
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20
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20
Neue Makroökonomik offener Volkswirtschaften
19
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19
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18
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18
Impact assessment
17
Open economy
17
Wirkungsanalyse
17
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16
Forecasting
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Geldpolitik
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Shock
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Welt
13
World
13
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12
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10
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33
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31
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Pierdzioch, Christian
McAleer, Michael
168
Caporale, Guglielmo Maria
95
Gupta, Rangan
73
Chang, Chia-Lin
66
Spagnolo, Nicola
47
Koopman, Siem Jan
41
Andersen, Torben
34
Härdle, Wolfgang
32
Bollerslev, Tim
31
Janssen, Maarten C. W.
31
Clements, Adam
27
Diebold, Francis X.
27
Hautsch, Nikolaus
27
Sutter, Matthias
27
Rock, Bram de
26
Caporin, Massimiliano
25
Dijk, Dick van
25
Kočenda, Evžen
25
Allen, David E.
24
Asai, Manabu
24
Cherchye, Laurens
24
Gil-Alaña, Luis A.
24
Rodriguez, Gabriel
24
Spagnolo, Fabio
23
Lucas, André
21
Chiarella, Carl
20
Pesaran, M. Hashem
20
Stavins, Joanna
20
Bouri, Elie
19
Castelnuovo, Efrem
19
Dräger, Lena
19
Hafner, Christian M.
19
Moraga-González, José Luis
19
Salisu, Afees A.
19
Bauwens, Luc
18
Mumtaz, Haroon
18
Schuh, Scott
18
Todorov, Viktor
18
Blundell, Richard W.
17
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Financial innovation : FIN
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Journal of forecasting
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ECONIS (ZBW)
33
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1
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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
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
5
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
6
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
7
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
8
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:
9
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
10
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:
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