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~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Andersen, Torben"
~person:"Caporale, Guglielmo Maria"
~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
Estimation
160
Schätzung
160
Theorie
121
Theory
121
Volatilität
121
Forecasting model
101
Prognoseverfahren
101
Börsenkurs
85
Share price
85
USA
84
United States
84
Capital income
81
Kapitaleinkommen
81
Time series analysis
80
Zeitreihenanalyse
80
Aktienmarkt
57
Stock market
57
Exchange rate
51
Wechselkurs
51
Cointegration
47
Kointegration
46
Deutschland
42
Germany
42
Forecast
40
Prognose
40
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35
EU-Staaten
35
Welt
35
World
35
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29
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29
Großbritannien
28
Japan
28
United Kingdom
28
Forecasting
27
Fractional integration
26
Interest rate
25
Zins
25
Business cycle
24
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Article
123
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Amtsdruckschrift
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Bibliografie
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Conference paper
Konferenzbeitrag
Ratgeber
Arbeitspapier
177
Working Paper
177
Graue Literatur
172
Non-commercial literature
172
Aufsatz in Zeitschrift
122
Aufsatz im Buch
8
Book section
8
Aufsatzsammlung
1
Collection of articles of several authors
1
Hochschulschrift
1
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Bulgarian
English
Dutch
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5
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Andersen, Torben
Caporale, Guglielmo Maria
Pierdzioch, Christian
Gupta, Rangan
153
Han, Heesup
113
Mattila, Anna S.
95
Bouri, Elie
88
Ma, Feng
87
Lusk, Jayson L.
74
McAleer, Michael
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
11
The journal of finance : the journal of the American Finance Association
6
Finance research letters
5
Journal of international money and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of financial markets
4
Research in international business and finance
4
The European journal of finance
4
Applied economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of finance & economics : IJFE
3
Applied financial economics letters
2
Computational economics
2
Energy economics
2
International economic review
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
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
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Annals of financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
China economic review : an international journal
1
Eastern economic journal
1
Econometric theory
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
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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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