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~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Forecasting model
121
Prognoseverfahren
121
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102
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102
Theorie
90
Theory
90
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79
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Pierdzioch, Christian
Gupta, Rangan
291
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254
Caporale, Guglielmo Maria
210
Belke, Ansgar
200
Machin, Stephen
198
Minford, Patrick
158
Svensson, Lars E. O.
158
Blundell, Richard W.
155
Bordo, Michael D.
150
Bryson, Alex
149
Gil-Alaña, Luis A.
148
Siklos, Pierre L.
135
Van Reenen, John
133
Ehrmann, Michael
132
Woodford, Michael
132
Orphanides, Athanasios
127
Goodhart, Charles A. E.
125
Galí, Jordi
123
Wieland, Volker
122
Propper, Carol
121
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119
Jenkins, Stephen
117
Aizenman, Joshua
113
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107
Haan, Jakob de
106
Bouri, Elie
105
Williams, John C.
105
Corsetti, Giancarlo
103
Taylor, Mark P.
103
Hayo, Bernd
101
Smets, Frank
100
Peydró, José-Luis
99
Burgess, Simon M.
98
Haskel, Jonathan
97
Eichengreen, Barry
95
McCallum, Bennett T.
95
Bahmani-Oskooee, Mohsen
94
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94
Ma, Feng
94
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6
Finance research letters
4
Applied economics letters
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ECONIS (ZBW)
117
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11
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:
12
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
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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
Saved in:
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