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~language:"eng"
~language:"nor"
~language:"por"
~person:"Pierdzioch, Christian"
~subject:"EU-Staaten"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
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EU-Staaten
Kapitaleinkommen
Volatilität
Forecasting model
82
Prognoseverfahren
82
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51
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51
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47
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40
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Pierdzioch, Christian
Gupta, Rangan
220
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Ma, Feng
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100
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98
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91
Wohar, Mark E.
91
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86
Hammoudeh, Shawkat
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Belke, Ansgar
84
Bahmani-Oskooee, Mohsen
80
Caporale, Guglielmo Maria
78
McAleer, Michael
78
Narayan, Paresh Kumar
78
Gros, Daniel
77
De Grauwe, Paul
71
Xuan Vinh Vo
68
Kang, Sang Hoon
64
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61
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61
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60
Demirer, Rıza
59
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59
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57
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57
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55
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55
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54
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54
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53
Eichengreen, Barry
52
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52
Zhang, Yaojie
52
Fabozzi, Frank J.
51
Kutan, Ali Mustafa
51
Salisu, Afees A.
51
Sosvilla-Rivero, Simón
50
Balcilar, Mehmet
49
Hughes Hallett, Andrew
49
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The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
5
The European journal of finance
4
Journal of forecasting
3
Applied economics
2
Applied economics letters
2
Energy economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Applied financial economics
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Applied financial economics letters
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European journal of political economy
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Financial innovation : FIN
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German economic review
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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Kredit und Kapital
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Macroeconomic dynamics
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Quarterly review / Banca Nazionale del Lavoro, Roma
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Research in international business and finance
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The financial review : the official publication of the Eastern Finance Association
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
64
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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 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
Saved in:
10
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:
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