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~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~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:"Ratgeber"
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Konsumentenverhalten
Volatility
Estimation
144
Schätzung
144
Theorie
105
Theory
105
Forecasting model
88
Prognoseverfahren
88
Volatilität
82
Börsenkurs
75
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
Konjunktur
24
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Undetermined
45
Free
8
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Article
83
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Ratgeber
Arbeitspapier
129
Working Paper
129
Graue Literatur
128
Non-commercial literature
128
Aufsatz in Zeitschrift
82
Aufsatz im Buch
2
Book section
2
Konferenzbeitrag
2
Hochschulschrift
1
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Language
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Bulgarian
English
Dutch
Spanish
German
5
Author
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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
Andersen, Torben
40
Bang, Nguyen
40
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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
Research in international business and finance
4
The European journal of finance
4
Applied economics letters
3
International journal of finance & economics : IJFE
3
Applied financial economics letters
2
Computational economics
2
Energy economics
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 markets
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
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
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
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic integration
1
Journal of economics & business
1
Journal of international development : the journal of the Development Studies Association
1
Journal of the Operational Research Society
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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