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~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Andersen, Torben"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Volatility
Theorie
202
Theory
202
Estimation
200
Schätzung
199
Volatilität
194
Forecasting model
126
Prognoseverfahren
126
Time series analysis
117
Zeitreihenanalyse
117
Börsenkurs
107
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107
USA
106
United States
106
Capital income
99
Kapitaleinkommen
99
ARCH model
68
ARCH-Modell
68
Aktienmarkt
62
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62
Cointegration
57
Exchange rate
57
Wechselkurs
57
Welt
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World
57
Kointegration
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Estimation theory
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Schätztheorie
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Deutschland
42
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42
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Japan
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Article
196
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Arbeitspapier
354
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Graue Literatur
347
Non-commercial literature
347
Aufsatz in Zeitschrift
196
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11
Book section
11
Bibliografie enthalten
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Collection of articles of several authors
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Bulgarian
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5
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Andersen, Torben
Caporale, Guglielmo Maria
McAleer, Michael
Pierdzioch, Christian
Gupta, Rangan
153
Han, Heesup
113
Mattila, Anna S.
95
Bouri, Elie
88
Ma, Feng
87
Lusk, Jayson L.
74
Bahmani-Oskooee, Mohsen
72
Phau, Ian
70
Khare, Arpita
68
Hammoudeh, Shawkat
64
Dwivedi, Yogesh Kumar
62
Tiwari, Aviral Kumar
61
Grewal, Dhruv
60
Loureiro, Sandra Maria Correia
60
Nayga, Rodolfo M.
60
Jang, Soocheong
57
Septianto, Felix
56
Kang, Sang Hoon
53
Paul, Justin
53
Belk, Russell W.
52
Bollerslev, Tim
52
Ko, Eunju
49
McMillan, David G.
49
Laroche, Michel
48
Mensi, Walid
48
Wohar, Mark E.
48
Bagozzi, Richard P.
47
Xuan Vinh Vo
46
Kumar, Dilip
45
Pelsmacker, Patrick de
45
Kim, Jungkeun
44
Wang, Yudong
44
Hollebeek, Linda D.
43
Diamantopoulos, Adamantios
42
Sharma, Piyush
41
Bang, Nguyen
40
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Journal of econometrics
20
Econometric reviews
13
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
6
Finance research letters
6
International review of economics & finance : IREF
6
The journal of finance : the journal of the American Finance Association
6
Journal of international money and finance
5
Journal of risk and financial management : JRFM
5
Journal of financial markets
4
Research in international business and finance
4
The European journal of finance
4
Applied economics letters
3
Computational economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometrics : open access journal
3
Economics letters
3
International journal of finance & economics : IJFE
3
Annals of financial economics
2
Applied economics
2
Applied financial economics letters
2
Econometric theory
2
International Journal of Financial Studies : open access journal
2
International economic review
2
International journal of forecasting
2
International review of financial analysis
2
Journal of applied economics
2
Journal of economic surveys
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Review of international economics
2
Risks : open access journal
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The econometrics journal
2
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ECONIS (ZBW)
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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
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
3
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
4
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:
5
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:
6
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
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
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:
9
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
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