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~language:"eng"
~language:"ita"
~language:"lit"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Aktienmarkt
Geldpolitik
Großbritannien
Volatility
Volatilität
205
Theorie
153
Theory
153
Estimation
137
Schätzung
137
ARCH model
131
ARCH-Modell
131
Forecasting model
112
Prognoseverfahren
112
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102
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102
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93
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93
Time series analysis
88
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88
Börsenkurs
71
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71
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61
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61
Capital market returns
55
Kapitalmarktrendite
55
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50
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47
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46
Portfolio selection
43
Portfolio-Management
43
Modellierung
40
Scientific modelling
40
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36
Finanzkrise
36
Commodity derivative
31
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Free
221
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Book / Working Paper
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147
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Arbeitspapier
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Fallstudie
Statistik
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269
Graue Literatur
249
Non-commercial literature
249
Aufsatz in Zeitschrift
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McAleer, Michael
Pierdzioch, Christian
Caporale, Guglielmo Maria
182
Belke, Ansgar
130
Svensson, Lars E. O.
116
Machin, Stephen
109
Bordo, Michael D.
99
Ehrmann, Michael
99
Bryson, Alex
98
Wieland, Volker
98
Galí, Jordi
96
Orphanides, Athanasios
95
Van Reenen, John
92
Gil-Alaña, Luis A.
91
Blundell, Richard W.
89
Woodford, Michael
89
Minford, Patrick
85
Corsetti, Giancarlo
83
Peydró, José-Luis
82
Gupta, Rangan
79
Propper, Carol
79
Siklos, Pierre L.
78
Aizenman, Joshua
74
Jenkins, Stephen
73
Chang, Chia-Lin
72
Goodhart, Charles A. E.
71
Williams, John C.
69
Bloom, Nicholas
67
Smets, Frank
66
Hayo, Bernd
65
Berger, Helge
64
Fratzscher, Marcel
64
Griffith, Rachel
64
Fernández-Villaverde, Jesús
63
Caballero, Ricardo J.
62
Haskel, Jonathan
61
Mumtaz, Haroon
61
Reis, Ricardo
61
Taylor, Alan M.
61
Crafts, Nicholas
60
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University of Canterbury / Dept. of Economics and Finance
9
Institut für Weltwirtschaft
6
Shakai-Keizai-Kenkyūsho <Osaka>
1
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Econometric Institute research papers
79
Discussion paper / Tinbergen Institute
57
Working paper
41
Kiel working paper
21
Kieler Arbeitspapiere
21
Department of Economics working paper series
16
School of Accounting, Finance and Economics & FEMARC working paper series
4
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
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2
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1
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1
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1
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1
Econometric reviews
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ECONIS (ZBW)
251
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251
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1
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:
2
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:
3
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:
4
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:
5
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
6
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
7
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
8
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
9
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
10
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
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