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~language:"eng"
~language:"nld"
~person:"Gil-Alaña, Luis A."
~person:"Pierdzioch, Christian"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
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Developing countries
Entwicklungsländer
Share price
Volatility
Estimation
182
Schätzung
182
Time series analysis
182
Zeitreihenanalyse
182
Theorie
106
Theory
106
USA
105
United States
105
Forecasting model
88
Prognoseverfahren
88
Volatilität
73
Börsenkurs
72
Cointegration
69
Kointegration
69
Capital income
62
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62
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59
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59
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55
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46
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fractional integration
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Gil-Alaña, Luis A.
Pierdzioch, Christian
Gupta, Rangan
208
Bahmani-Oskooee, Mohsen
122
Ma, Feng
98
Bouri, Elie
95
McMillan, David G.
95
Gnangnon, Sèna Kimm
91
Narayan, Paresh Kumar
91
Hammoudeh, Shawkat
90
Tiwari, Aviral Kumar
90
Wohar, Mark E.
82
McAleer, Michael
79
Nunnenkamp, Peter
76
Caporale, Guglielmo Maria
69
Ryu, Doojin
65
Zaremba, Adam
65
Xuan Vinh Vo
64
Hassan, M. Kabir
60
Apergēs, Nikolaos
59
Bollerslev, Tim
58
Kang, Sang Hoon
58
Mensi, Walid
57
Lucey, Brian M.
55
Faff, Robert W.
54
Madura, Jeff
53
Brooks, Robert
52
Salisu, Afees A.
52
Stiglitz, Joseph E.
52
Lien, Da-hsiang Donald
51
Wang, Yudong
51
Zhang, Wei
51
Bird, Graham R.
50
Corbet, Shaen
50
Hamori, Shigeyuki
50
Aizenman, Joshua
49
Nguyen, Duc Khuong
49
Xiong, Xiong
49
Balcilar, Mehmet
48
Kumar, Dilip
48
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Finance research letters
8
Applied economics letters
6
The North American journal of economics and finance : a journal of financial economics studies
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
The European journal of finance
5
Computational economics
4
Research in international business and finance
4
Applied financial economics
3
Applied financial economics letters
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3
International review of financial analysis
3
Journal of economics and finance
3
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3
Journal of international money and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International journal of theoretical and applied finance
2
Journal of economic studies
2
Journal of financial markets
2
Review of development finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
African journal of economic and sustainable development
1
Annals of financial economics
1
Banking and finance review
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economic modelling
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of political economy
1
European review of economics and finance
1
Financial innovation : FIN
1
German economic review
1
Global finance journal
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Journal of Financial Studies : open access journal
1
International economic journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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ECONIS (ZBW)
121
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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 risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
3
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:
4
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:
5
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:
6
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:
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
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
10
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
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