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~language:"eng"
~language:"lit"
~language:"und"
~person:"Pierdzioch, Christian"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Lehrbuch"
~type_genre:"Statistik"
~type_genre:"Working Paper"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Prognoseverfahren
125
Schätzung
122
Forecasting model
120
Theorie
109
Estimation
100
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90
Börsenkurs
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66
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57
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25
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23
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23
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Pierdzioch, Christian
Gupta, Rangan
289
McAleer, Michael
272
Caporale, Guglielmo Maria
225
Belke, Ansgar
223
Machin, Stephen
213
Minford, Patrick
175
Blundell, Richard W.
162
Svensson, Lars E. O.
160
Bryson, Alex
153
Ehrmann, Michael
153
Bordo, Michael D.
152
Gil-Alaña, Luis A.
148
Siklos, Pierre L.
140
Van Reenen, John
140
Wieland, Volker
140
Woodford, Michael
137
Orphanides, Athanasios
135
Aizenman, Joshua
131
Propper, Carol
130
Galí, Jordi
126
Goodhart, Charles A. E.
125
Crafts, Nicholas
119
Jenkins, Stephen
118
Hayo, Bernd
116
Smets, Frank
113
Fratzscher, Marcel
111
Görg, Holger
111
Bollerslev, Tim
109
Haan, Jakob de
109
Williams, John C.
109
Griffith, Rachel
107
Berger, Helge
106
Corsetti, Giancarlo
106
Bouri, Elie
105
Taylor, Mark P.
104
Haskel, Jonathan
101
Walker, Ian
100
Burgess, Simon M.
99
Chang, Chia-Lin
99
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Kiel Working Paper
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Department of Economics working paper series
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The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
4
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3
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International review of economics & finance : IREF
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of economic behavior & organization : JEBO
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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ECONIS (ZBW)
116
EconStor
21
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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
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