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~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Konsumentenverhalten"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Theorie
Volatility
Forecasting model
83
Prognoseverfahren
83
Estimation
52
Schätzung
52
Theory
47
Volatilität
41
Forecast
38
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38
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27
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forecasting
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Non-commercial literature
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Pierdzioch, Christian
Gupta, Rangan
224
Beladi, Hamid
164
Creedy, John
149
Phillips, Peter C. B.
149
Güth, Werner
145
Pestieau, Pierre
144
Lai, Ching-chong
141
Nijkamp, Peter
141
McAleer, Michael
133
Turnovsky, Stephen J.
127
Thisse, Jacques-François
122
Marjit, Sugata
121
Färe, Rolf
117
Tirole, Jean
117
Cheng, T. C. E.
116
Han, Heesup
115
Mukherjee, Arijit
115
Cremer, Helmuth
114
Fabozzi, Frank J.
114
Lien, Da-hsiang Donald
114
Long, Ngo Van
113
Acemoglu, Daron
112
Bahmani-Oskooee, Mohsen
112
Lambertini, Luca
110
Jarrow, Robert A.
109
Shogren, Jason F.
109
Gouriéroux, Christian
108
Laporte, Gilbert
108
Serletis, Apostolos
104
Tsionas, Efthymios G.
104
Franses, Philip Hans
102
Devereux, Michael B.
101
Kumbhakar, Subal
99
Miceli, Thomas J.
99
Stiglitz, Joseph E.
99
Wang, Ping
98
Broll, Udo
97
Gersbach, Hans
97
Quiggin, John C.
97
Chao, Chi-Chur
96
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The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Finance research letters
4
Journal of international money and finance
4
The European journal of finance
4
International economic journal
3
International economics and economic policy : IEEP
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International review of economics & finance : IREF
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Economics letters
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German economic review
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International review of financial analysis
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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
Annals of financial economics
1
Applied financial economics letters
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economies : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of the Operational Research Society
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Kredit und Kapital
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Macroeconomic dynamics
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Oxford economic papers
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
10
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
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