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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"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Forecasting model
82
Prognoseverfahren
82
Estimation
51
Schätzung
51
Theorie
47
Theory
47
Forecast
38
Prognose
38
Börsenkurs
34
Share price
34
Capital income
33
Kapitaleinkommen
33
Forecasting
27
Deutschland
26
Germany
26
USA
26
United States
26
Aktienmarkt
22
Exchange rate
22
Stock market
22
Wechselkurs
22
Welt
18
World
18
Schock
17
Shock
17
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16
forecasting
16
Gold
15
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14
Herdenverhalten
14
Herding
14
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14
Economic forecast
12
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12
Japan
12
Oil price
12
Wechselkurspolitik
12
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2
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Article
58
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Article in journal
Fallstudie
Lehrbuch
Statistik
Working Paper
76
Aufsatz in Zeitschrift
58
Graue Literatur
56
Non-commercial literature
56
Arbeitspapier
55
Aufsatz im Buch
3
Book section
3
Conference paper
1
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1
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1
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English
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11
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Pierdzioch, Christian
Gupta, Rangan
206
Bahmani-Oskooee, Mohsen
94
Ma, Feng
88
Machin, Stephen
88
Bouri, Elie
87
Gil-Alaña, Luis A.
77
Wohar, Mark E.
77
McAleer, Michael
76
Belke, Ansgar
74
Caporale, Guglielmo Maria
72
McMillan, David G.
72
Minford, Patrick
72
Arestis, Philip
70
Hammoudeh, Shawkat
67
Apergēs, Nikolaos
66
Wright, Mike
66
Blundell, Richard W.
65
Siklos, Pierre L.
65
Tiwari, Aviral Kumar
65
Taylor, Mark P.
63
Crafts, Nicholas
60
Serletis, Apostolos
58
Bollerslev, Tim
55
Mills, Terence C.
54
Kang, Sang Hoon
53
Goodhart, Charles A. E.
52
Bordo, Michael D.
51
Harris, Richard I. D.
50
Balcilar, Mehmet
49
Bryson, Alex
49
Hsing, Yu
49
Hughes Hallett, Andrew
49
Peel, David
49
Xuan Vinh Vo
49
Haan, Jakob de
48
Mensi, Walid
48
Disney, Richard
47
MacDonald, Ronald
46
Jawadi, Fredj
45
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The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
3
Economics letters
3
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
Finance research letters
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
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 policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Oxford economic papers
1
Research in international business and finance
1
Review of international economics
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
58
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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
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:
7
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:
8
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:
9
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:
10
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
Saved in:
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