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~language:"eng"
~language:"lit"
~language:"und"
~person:"Pierdzioch, Christian"
~subject:"Großbritannien"
~subject:"Share price"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Lehrbuch"
~type_genre:"Statistik"
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Großbritannien
Share price
Volatility
Volatilität
Forecasting model
85
Prognoseverfahren
85
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51
Schätzung
51
Theorie
48
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48
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40
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34
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Pierdzioch, Christian
Gupta, Rangan
226
McMillan, David G.
108
Ma, Feng
103
Bouri, Elie
100
Gil-Alaña, Luis A.
96
Tiwari, Aviral Kumar
95
Narayan, Paresh Kumar
94
Wohar, Mark E.
94
Bahmani-Oskooee, Mohsen
90
Caporale, Guglielmo Maria
89
Machin, Stephen
89
Hammoudeh, Shawkat
87
McAleer, Michael
79
Zaremba, Adam
70
Blundell, Richard W.
66
Ryu, Doojin
66
Wright, Mike
66
Taylor, Mark P.
65
Xuan Vinh Vo
64
Apergēs, Nikolaos
62
Mensi, Walid
61
Kang, Sang Hoon
60
Lucey, Brian M.
59
Mills, Terence C.
58
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57
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57
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56
Madura, Jeff
56
Zhang, Wei
56
Faff, Robert W.
55
Salisu, Afees A.
54
Wang, Yudong
54
Xiong, Xiong
53
Zhang, Yaojie
53
Balcilar, Mehmet
52
Brooks, Robert
52
Hamori, Shigeyuki
52
Hassan, M. Kabir
52
Nguyen, Duc Khuong
51
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Finance research letters
6
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5
Applied economics letters
4
The European journal of finance
4
Journal of forecasting
3
Applied financial economics letters
2
Energy economics
2
International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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Kredit und Kapital
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Research in international business and finance
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Swiss journal of economics and statistics
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ECONIS (ZBW)
63
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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 stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
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