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~language:"eng"
~person:"Gros, Daniel"
~person:"Hughes Hallett, Andrew"
~person:"Lien, Da-hsiang Donald"
~person:"Narayan, Paresh Kumar"
~person:"Pierdzioch, Christian"
~person:"Williams, Colin C."
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
~type_genre:"Government document"
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Prognoseverfahren
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Gros, Daniel
Hughes Hallett, Andrew
Lien, Da-hsiang Donald
Narayan, Paresh Kumar
Pierdzioch, Christian
Williams, Colin C.
Gupta, Rangan
279
Ma, Feng
110
Bouri, Elie
103
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87
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84
Wang, Yudong
73
Bahmani-Oskooee, Mohsen
72
Clements, Michael P.
72
Franses, Philip Hans
70
Hammoudeh, Shawkat
68
Tiwari, Aviral Kumar
67
Zhang, Yaojie
65
Baghestani, Hamid
60
Salisu, Afees A.
59
Timmermann, Allan
59
Balcilar, Mehmet
58
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57
Bollerslev, Tim
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Kang, Sang Hoon
56
Marcellino, Massimiliano
56
Mensi, Walid
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Xuan Vinh Vo
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Zaremba, Adam
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Wang, Shouyang
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Demirer, Rıza
47
Caporale, Guglielmo Maria
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Stekler, Herman O.
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Kumar, Dilip
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Corbet, Shaen
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Diebold, Francis X.
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Liang, Chao
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43
Ghysels, Eric
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Lucey, Brian M.
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Petropoulos, Fotios
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Journal of international financial markets, institutions & money
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Applied economics letters
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11
Emerging markets review
10
Finance research letters
10
International review of financial analysis
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8
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
3
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
German economic review
2
Intereconomics : review of European economic policy
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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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2
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Advances in futures and options research : a research annual
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Advances in quantitative analysis of finance and accounting : a research annual
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Annals of financial economics
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Applied economics quarterly
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Applied financial economics letters
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China economic review : an international journal
1
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ECONIS (ZBW)
202
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202
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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
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
4
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
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