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~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Rezension"
~type_genre:"Statistik"
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Großbritannien
Volatility
Forecasting model
119
Prognoseverfahren
119
Estimation
100
Schätzung
100
Theorie
90
Theory
90
Volatilität
78
Börsenkurs
64
Share price
64
Forecast
56
Prognose
56
Capital income
55
Kapitaleinkommen
55
Deutschland
51
Germany
51
USA
48
United States
48
Forecasting
46
Aktienmarkt
42
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40
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38
Wechselkurs
38
Geldpolitik
33
Monetary policy
33
Schock
33
Shock
33
Neue Makroökonomik offener Volkswirtschaften
32
New open economy macroeconomics
32
Welt
32
World
32
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27
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27
Open economy
24
Exchange rate policy
23
Impact assessment
23
Offene Volkswirtschaft
23
Wechselkurspolitik
23
Wirkungsanalyse
23
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20
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Free
33
Undetermined
31
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Article
44
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39
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Arbeitspapier
Article in journal
Fallstudie
Rezension
Statistik
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44
Working Paper
42
Graue Literatur
39
Non-commercial literature
39
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3
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3
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1
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6
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Pierdzioch, Christian
McAleer, Michael
252
Gupta, Rangan
240
Machin, Stephen
199
Caporale, Guglielmo Maria
187
Blundell, Richard W.
156
Bryson, Alex
148
Gil-Alaña, Luis A.
138
Van Reenen, John
131
Propper, Carol
121
Jenkins, Stephen
117
Crafts, Nicholas
114
Bollerslev, Tim
107
Bouri, Elie
103
Burgess, Simon M.
101
Haskel, Jonathan
97
Taylor, Mark P.
96
Minford, Patrick
95
Griffith, Rachel
94
Andersen, Torben
93
Ma, Feng
93
Chang, Chia-Lin
92
Booth, Alison L.
89
Walker, Ian
89
Blake, David
87
Brown, Sarah
85
Bahmani-Oskooee, Mohsen
84
Disney, Richard
84
Manning, Alan
82
Oswald, Andrew J.
82
Bloom, Nicholas
81
Girma, Sourafel
81
Blanchflower, David G.
80
Weale, Martin
80
Banks, James
78
Broadberry, Stephen N.
76
Pesaran, M. Hashem
76
Spagnolo, Nicola
76
Gregg, Paul
75
Mills, Terence C.
74
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Institut für Weltwirtschaft
3
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Department of Economics working paper series
17
Kieler Arbeitspapiere
11
Kiel working paper
9
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
4
Applied economics letters
3
The European journal of finance
3
Energy economics
2
International review of economics & finance : IREF
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Annals of financial economics
1
Applied financial economics letters
1
CESifo working papers
1
Computational economics
1
Discussion paper / Deutsche Bundesbank
1
Financial innovation : FIN
1
German economic review
1
Global finance journal
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economics and economic policy : IEEP
1
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 economics & business
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Research in international business and finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
83
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1
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83
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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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