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~language:"eng"
~language:"lit"
~language:"und"
~person:"Pierdzioch, Christian"
~person:"Serletis, Apostolos"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Lehrbuch"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Theorie
125
Theory
125
Estimation
98
Schätzung
98
Forecasting model
88
Prognoseverfahren
88
USA
76
United States
76
Canada
44
Kanada
44
Geldmenge
43
Money supply
43
Börsenkurs
42
Share price
42
Monetary policy
41
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40
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40
Oil price
38
Welt
38
World
38
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38
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37
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37
ARCH model
31
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29
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29
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28
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28
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25
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118
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118
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80
Graue Literatur
60
Non-commercial literature
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59
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6
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6
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2
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11
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Pierdzioch, Christian
Serletis, Apostolos
Gupta, Rangan
210
Bahmani-Oskooee, Mohsen
94
Bouri, Elie
93
Ma, Feng
93
Machin, Stephen
89
Wohar, Mark E.
78
Gil-Alaña, Luis A.
77
McAleer, Michael
76
Belke, Ansgar
74
Minford, Patrick
73
Caporale, Guglielmo Maria
72
McMillan, David G.
72
Arestis, Philip
70
Tiwari, Aviral Kumar
70
Hammoudeh, Shawkat
68
Apergēs, Nikolaos
66
Blundell, Richard W.
66
Wright, Mike
66
Siklos, Pierre L.
65
Taylor, Mark P.
63
Crafts, Nicholas
60
Bollerslev, Tim
55
Kang, Sang Hoon
54
Mills, Terence C.
54
Bordo, Michael D.
52
Goodhart, Charles A. E.
52
Mensi, Walid
51
Harris, Richard I. D.
50
Xuan Vinh Vo
50
Balcilar, Mehmet
49
Bryson, Alex
49
Haan, Jakob de
49
Hsing, Yu
49
Hughes Hallett, Andrew
49
Peel, David
49
Lucey, Brian M.
48
Corbet, Shaen
47
Disney, Richard
47
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Macroeconomic dynamics
13
Open economies review
9
Energy economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Economics letters
4
Finance research letters
4
Applied economics letters
3
International review of economics & finance : IREF
3
Journal of economics and finance : JEF
3
Journal of money, credit and banking : JMCB
3
Research in international business and finance
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Computational economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
German economic review
2
International economics and economic policy : IEEP
2
International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
2
Journal of macroeconomics
2
Oxford economic papers
2
Review of international economics
2
The energy journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Applied financial economics letters
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Global finance journal
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic journal
1
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ECONIS (ZBW)
118
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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
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
3
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
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