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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:"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
161
Schätzung
161
Volatilität
123
Theorie
122
Theory
122
Forecasting model
104
Prognoseverfahren
104
Börsenkurs
87
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87
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86
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82
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82
Time series analysis
80
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51
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Cointegration
47
Kointegration
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42
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Bulgarian
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5
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Andersen, Torben
Caporale, Guglielmo Maria
Pierdzioch, Christian
Gupta, Rangan
157
Han, Heesup
114
Mattila, Anna S.
98
Bouri, Elie
94
Ma, Feng
92
Lusk, Jayson L.
75
McAleer, Michael
74
Phau, Ian
73
Bahmani-Oskooee, Mohsen
72
Khare, Arpita
68
Tiwari, Aviral Kumar
66
Hammoudeh, Shawkat
65
Dwivedi, Yogesh Kumar
63
Loureiro, Sandra Maria Correia
62
Nayga, Rodolfo M.
61
Grewal, Dhruv
60
Septianto, Felix
59
Jang, Soocheong
57
Belk, Russell W.
56
Kang, Sang Hoon
54
Paul, Justin
54
Bollerslev, Tim
52
Mensi, Walid
51
Ko, Eunju
49
McMillan, David G.
49
Wohar, Mark E.
49
Laroche, Michel
48
Bagozzi, Richard P.
47
Xuan Vinh Vo
47
Hollebeek, Linda D.
46
Wang, Yudong
46
Kim, Jungkeun
45
Kumar, Dilip
45
Pelsmacker, Patrick de
45
Zhang, Yaojie
43
Corbet, Shaen
42
Diamantopoulos, Adamantios
42
Sharma, Piyush
41
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Journal of econometrics
11
Finance research letters
7
The journal of finance : the journal of the American Finance Association
6
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
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
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
10
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
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