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~language:"eng"
~language:"nor"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~source:"econis"
~subject:"EU countries"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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EU countries
Kapitaleinkommen
Estimation
136
Schätzung
136
Volatility
108
Volatilität
108
Forecasting model
95
Prognoseverfahren
95
Börsenkurs
83
Share price
83
Theorie
76
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76
Welt
75
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75
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74
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73
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72
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56
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56
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53
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53
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51
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51
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51
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51
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48
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47
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43
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43
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41
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38
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36
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35
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6
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Pierdzioch, Christian
Tiwari, Aviral Kumar
Gupta, Rangan
135
Zaremba, Adam
99
Belke, Ansgar
75
Gros, Daniel
75
De Grauwe, Paul
71
McMillan, David G.
69
Apergēs, Nikolaos
66
Narayan, Paresh Kumar
62
Wohar, Mark E.
61
Caporale, Guglielmo Maria
58
Haan, Jakob de
52
Bouri, Elie
51
Afonso, António
48
Eichengreen, Barry
47
Gil-Alaña, Luis A.
47
Faff, Robert W.
46
Hughes Hallett, Andrew
46
Williams, Colin C.
46
Ma, Feng
44
Rodríguez-Pose, Andrés
44
Nicolaïdes, Phedon A.
43
Cakici, Nusret
42
Sehgal, Sanjay
42
Wolff, Guntram B.
42
Bali, Turan G.
41
Nguyen, Duc Khuong
41
Sapir, André
41
Begg, Iain
40
Sosvilla-Rivero, Simón
40
Chevallier, Julien
39
Hagen, Jürgen von
39
Demirer, Rıza
38
Kutan, Ali Mustafa
38
Nijkamp, Peter
38
Wang, Yudong
38
Egger, Peter
37
Fletcher, Jonathan
37
Zhang, Wei
37
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Finance research letters
12
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
5
International review of financial analysis
4
Applied economics
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of forecasting
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Computational economics
2
Journal of quantitative economics
2
Research in international business and finance
2
Theoretical economics letters
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Bulletin of economic research
1
Economic modelling
1
Economic systems
1
Economics and Business Letters : EBL
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of political economy
1
Financial innovation : FIN
1
Global finance journal
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Indian journal of economics & business : IJEB
1
International economic journal
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Istanbul business research
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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ECONIS (ZBW)
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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
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
3
Dynamic dependence and spillover among the energy related ETFs : from the hedging effectiveness perspective
Ji, Hao
;
Naeem, Muhammad
;
Zhang, Jing
;
Tiwari, Aviral Kumar
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046908
Saved in:
4
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
5
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:
6
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
7
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:
8
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:
9
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:
10
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
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