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~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Caporale, Guglielmo Maria"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Börsenkurs"
~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:"Ratgeber"
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Börsenkurs
Konsumentenverhalten
Volatility
Estimation
144
Schätzung
144
Theorie
105
Theory
105
Forecasting model
88
Prognoseverfahren
88
Volatilität
82
Share price
75
USA
69
United States
69
Time series analysis
68
Zeitreihenanalyse
68
Capital income
64
Kapitaleinkommen
64
Aktienmarkt
54
Stock market
54
Cointegration
46
Kointegration
46
Exchange rate
45
Wechselkurs
45
Deutschland
39
Forecast
39
Germany
39
Prognose
39
EU countries
35
EU-Staaten
35
Welt
34
World
34
Geldpolitik
29
Monetary policy
29
Forecasting
27
Großbritannien
27
United Kingdom
27
Business cycle
24
Fractional integration
24
Interest rate
24
Japan
24
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24
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Undetermined
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Article
130
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
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Ratgeber
Arbeitspapier
210
Working Paper
210
Graue Literatur
209
Non-commercial literature
209
Aufsatz in Zeitschrift
129
Aufsatz im Buch
4
Book section
4
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2
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1
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Bulgarian
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6
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Caporale, Guglielmo Maria
Pierdzioch, Christian
Gupta, Rangan
207
Han, Heesup
113
Ma, Feng
98
Bouri, Elie
95
Mattila, Anna S.
95
McMillan, David G.
94
Tiwari, Aviral Kumar
91
Hammoudeh, Shawkat
85
Narayan, Paresh Kumar
84
Wohar, Mark E.
81
Bahmani-Oskooee, Mohsen
78
McAleer, Michael
78
Lusk, Jayson L.
74
Phau, Ian
70
Khare, Arpita
68
Zaremba, Adam
65
Ryu, Doojin
64
Dwivedi, Yogesh Kumar
62
Jang, Soocheong
62
Xuan Vinh Vo
62
Grewal, Dhruv
60
Loureiro, Sandra Maria Correia
60
Nayga, Rodolfo M.
60
Kang, Sang Hoon
58
Gil-Alaña, Luis A.
57
Mensi, Walid
57
Septianto, Felix
56
Zhang, Wei
56
Bollerslev, Tim
55
Hassan, M. Kabir
54
Faff, Robert W.
53
Paul, Justin
53
Apergēs, Nikolaos
52
Belk, Russell W.
52
Madura, Jeff
52
Lucey, Brian M.
51
Salisu, Afees A.
51
Wang, Yudong
51
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Finance research letters
8
Applied economics letters
6
Journal of international money and finance
6
International journal of finance & economics : IJFE
5
International review of financial analysis
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Computational economics
4
Research in international business and finance
4
Applied financial economics letters
3
Financial markets and portfolio management
3
Journal of economics and finance
3
Journal of forecasting
3
Applied financial economics
2
Economics letters
2
Energy economics
2
International review of economics & finance : IREF
2
Investment management and financial innovations
2
Journal of applied economics
2
Journal of economics and finance : JEF
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African journal of economic and sustainable development
1
Annals of financial economics
1
Banking and finance review
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
China economic review : an international journal
1
Cogent economics & finance
1
Defence and peace economics
1
Eastern economic journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of political economy
1
Financial innovation : FIN
1
German economic review
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
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
Saved in:
10
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
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