//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~language:"lit"
~language:"und"
~person:"Bollerslev, Tim"
~person:"Pierdzioch, Christian"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Lehrbuch"
~type_genre:"Statistik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Volatility
Volatilität
Forecasting model
105
Prognoseverfahren
105
Theorie
88
Theory
88
Estimation
80
Schätzung
80
Capital income
60
Kapitaleinkommen
60
Börsenkurs
51
Share price
51
USA
51
United States
51
Forecast
42
Prognose
42
Exchange rate
36
Wechselkurs
36
Deutschland
32
Germany
32
Forecasting
31
Aktienmarkt
28
Stock market
28
Welt
27
World
27
Time series analysis
25
Zeitreihenanalyse
25
Risiko
19
Risk
19
Schock
18
Shock
18
Geldpolitik
16
Gold
16
Japan
16
Monetary policy
16
forecasting
16
Estimation theory
15
Risikoprämie
15
Risk premium
15
Schätztheorie
15
more ...
less ...
Online availability
All
Undetermined
44
Free
3
Type of publication
All
Article
99
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Lehrbuch
Statistik
Working Paper
106
Aufsatz in Zeitschrift
99
Arbeitspapier
91
Graue Literatur
84
Non-commercial literature
84
Aufsatz im Buch
7
Book section
7
Aufsatzsammlung
1
Conference paper
1
Festschrift
1
Hochschulschrift
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Lithuanian
Undetermined
German
6
Author
All
Bollerslev, Tim
Pierdzioch, Christian
Gupta, Rangan
171
Bouri, Elie
93
Ma, Feng
92
Machin, Stephen
89
Bahmani-Oskooee, Mohsen
84
McAleer, Michael
76
Gil-Alaña, Luis A.
70
McMillan, David G.
69
Blundell, Richard W.
66
Wright, Mike
66
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
64
Wohar, Mark E.
63
Caporale, Guglielmo Maria
62
Taylor, Mark P.
59
Crafts, Nicholas
57
Kang, Sang Hoon
54
Mills, Terence C.
52
Mensi, Walid
51
Harris, Richard I. D.
50
Bryson, Alex
49
Disney, Richard
47
Minford, Patrick
47
Wang, Yudong
46
Xuan Vinh Vo
46
Jenkins, Stephen
45
Apergēs, Nikolaos
44
Kumar, Dilip
44
Zhang, Yaojie
44
Corbet, Shaen
43
Lucey, Brian M.
43
Dolton, Peter J.
42
Green, Francis
42
MacDonald, Ronald
42
Propper, Carol
42
Speight, Alan E. H.
42
Brown, Sarah
41
Greenaway, David
41
more ...
less ...
Published in...
All
Journal of econometrics
19
Journal of financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
4
Applied economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The European journal of finance
3
The journal of finance : the journal of the American Finance Association
3
Energy economics
2
International economic review
2
International review of economics & finance : IREF
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
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
The review of economics and statistics
2
Annals of financial economics
1
Applied financial economics letters
1
Computational economics
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
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 financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
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
more ...
less ...
Source
All
ECONIS (ZBW)
99
Showing
1
-
10
of
99
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 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:
3
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:
4
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:
5
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:
6
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:
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
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
9
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:
10
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->