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~language:"eng"
~language:"lit"
~language:"und"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Lehrbuch"
~type_genre:"Statistik"
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Großbritannien
Volatility
Volatilität
Forecasting model
85
Prognoseverfahren
85
Estimation
51
Schätzung
51
Theorie
48
Theory
48
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40
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40
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34
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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
Bollerslev, Tim
55
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
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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
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1
Financial innovation : FIN
1
German economic review
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Global finance journal
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
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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
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Kredit und Kapital
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Macroeconomic dynamics
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Research in international business and finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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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
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
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:
9
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
10
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
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