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~language:"ell"
~language:"eng"
~language:"fra"
~language:"pol"
~person:"Pierdzioch, Christian"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Volatilität
Forecasting model
121
Prognoseverfahren
121
Estimation
99
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99
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91
Theory
91
Volatility
78
Börsenkurs
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Pierdzioch, Christian
McAleer, Michael
241
Gupta, Rangan
220
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132
Bouri, Elie
103
Ma, Feng
93
Bollerslev, Tim
92
Chang, Chia-Lin
90
Andersen, Torben
83
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
72
Spagnolo, Nicola
72
Tiwari, Aviral Kumar
63
Diebold, Francis X.
56
Koopman, Siem Jan
56
Härdle, Wolfgang
55
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Asai, Manabu
53
Todorov, Viktor
52
Wohar, Mark E.
52
Clements, Adam
51
McMillan, David G.
51
Mensi, Walid
51
Salisu, Afees A.
49
Caporin, Massimiliano
47
Lux, Thomas
47
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Mumtaz, Haroon
44
Demirer, Rıza
43
Dijk, Dick van
43
Tauchen, George Eugene
43
Zhang, Yaojie
43
Corbet, Shaen
42
Kočenda, Evžen
42
Rodriguez, Gabriel
42
Aizenman, Joshua
41
Chiarella, Carl
41
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Department of Economics working paper series
17
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9
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7
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5
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4
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Kredit und Kapital
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Research in international business and finance
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ECONIS (ZBW)
78
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78
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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
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
5
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
6
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:
7
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:
8
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
9
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:
10
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:
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