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~language:"eng"
~language:"lit"
~language:"und"
~person:"Pierdzioch, Christian"
~subject:"Exchange rate policy"
~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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Exchange rate policy
Geldpolitik
Großbritannien
Volatility
Volatilität
Forecasting model
85
Prognoseverfahren
85
Estimation
51
Schätzung
51
Theorie
48
Theory
48
Forecast
40
Prognose
40
Börsenkurs
34
Capital income
34
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34
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34
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29
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26
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26
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26
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22
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22
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20
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forecasting
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70
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Pierdzioch, Christian
Gupta, Rangan
210
Bahmani-Oskooee, Mohsen
102
Bouri, Elie
93
Ma, Feng
93
Machin, Stephen
89
Belke, Ansgar
78
Gil-Alaña, Luis A.
78
Wohar, Mark E.
78
McAleer, Michael
76
Taylor, Mark P.
76
Caporale, Guglielmo Maria
74
Minford, Patrick
74
McMillan, David G.
72
Tiwari, Aviral Kumar
72
Apergēs, Nikolaos
71
Arestis, Philip
70
Siklos, Pierre L.
70
Hammoudeh, Shawkat
68
Blundell, Richard W.
66
Wright, Mike
66
Bordo, Michael D.
61
Crafts, Nicholas
60
Eichengreen, Barry
58
Serletis, Apostolos
58
Bollerslev, Tim
55
Hsing, Yu
55
Hughes Hallett, Andrew
55
Kang, Sang Hoon
54
Mills, Terence C.
54
Svensson, Lars E. O.
54
Goodhart, Charles A. E.
53
Haan, Jakob de
53
Mensi, Walid
51
Harris, Richard I. D.
50
MacDonald, Ronald
50
Peel, David
50
Xuan Vinh Vo
50
Balcilar, Mehmet
49
Bryson, Alex
49
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The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
4
Economics letters
4
Finance research letters
4
International review of economics & finance : IREF
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The European journal of finance
3
Energy economics
2
German economic review
2
International economics and economic policy : IEEP
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Computational economics
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Financial innovation : FIN
1
Global finance journal
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic journal
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 economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Oxford economic papers
1
Quarterly review / Banca Nazionale del Lavoro, Roma
1
Research in international business and finance
1
Review of financial economics : RFE
1
Review of international economics
1
Review of world economics
1
Swiss journal of economics and statistics
1
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ECONIS (ZBW)
70
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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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