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~language:"eng"
~language:"lit"
~language:"und"
~person:"Pierdzioch, Christian"
~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
82
Prognoseverfahren
82
Estimation
51
Schätzung
51
Theorie
47
Theory
47
Forecast
38
Prognose
38
Börsenkurs
34
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34
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33
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33
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27
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26
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22
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forecasting
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42
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38
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Pierdzioch, Christian
Gupta, Rangan
167
Machin, Stephen
88
Bouri, Elie
87
Ma, Feng
87
Bahmani-Oskooee, Mohsen
84
McAleer, Michael
76
Gil-Alaña, Luis A.
70
McMillan, David G.
69
Wright, Mike
66
Blundell, Richard W.
65
Hammoudeh, Shawkat
63
Caporale, Guglielmo Maria
62
Wohar, Mark E.
62
Taylor, Mark P.
59
Tiwari, Aviral Kumar
59
Crafts, Nicholas
57
Bollerslev, Tim
55
Kang, Sang Hoon
53
Mills, Terence C.
52
Harris, Richard I. D.
50
Bryson, Alex
49
Mensi, Walid
48
Disney, Richard
47
Minford, Patrick
46
Jenkins, Stephen
45
Xuan Vinh Vo
45
Apergēs, Nikolaos
44
Kumar, Dilip
44
Wang, Yudong
44
Green, Francis
42
MacDonald, Ronald
42
Propper, Carol
42
Speight, Alan E. H.
42
Dolton, Peter J.
41
Greenaway, David
41
Peel, David
41
Andersen, Torben
40
Balcilar, Mehmet
40
Brown, Sarah
40
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
3
The European journal of finance
3
Energy economics
2
Finance research letters
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
Computational economics
1
Financial innovation : FIN
1
German economic review
1
Global finance journal
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economics and economic policy : IEEP
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
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Research in international business and finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
42
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date (oldest first)
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
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