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~person:"Allen, David E."
~person:"Herwartz, Helmut"
~person:"Pierdzioch, Christian"
~person:"Spagnolo, Nicola"
~subject:"Germany"
~subject:"Volatilität"
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Germany
Volatilität
Volatility
285
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121
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93
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73
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Allen, David E.
Herwartz, Helmut
Pierdzioch, Christian
Spagnolo, Nicola
McAleer, Michael
297
Gupta, Rangan
235
Caporale, Guglielmo Maria
178
Bollerslev, Tim
144
Chang, Chia-Lin
112
Bouri, Elie
110
Diebold, Francis X.
105
Andersen, Torben
98
Ma, Feng
94
Aizenman, Joshua
91
Bekaert, Geert
81
Koopman, Siem Jan
78
Bahmani-Oskooee, Mohsen
75
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Härdle, Wolfgang
72
Todorov, Viktor
68
McMillan, David G.
67
Caporin, Massimiliano
66
Hautsch, Nikolaus
66
Tiwari, Aviral Kumar
66
Asai, Manabu
64
Buch, Claudia M.
63
Kočenda, Evžen
62
Lux, Thomas
62
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
58
Kang, Sang Hoon
56
Wohar, Mark E.
56
Gil-Alaña, Luis A.
55
Clements, Adam
52
Fernández-Villaverde, Jesús
52
Mensi, Walid
52
Caballero, Ricardo J.
51
Christoffersen, Peter F.
51
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50
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5
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2
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9
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8
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8
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8
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7
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
280
EconStor
21
RePEc
2
USB Cologne (EcoSocSci)
1
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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
Forecasting realized US stock market
volatility
: is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
Political geography and stock market
volatility
: the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
4
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
5
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
6
Climate risks and stock market
volatility
over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
7
US municipal green bonds and financial integration
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2023
This paper examines mean and
volatility
spillovers between four green municipal bonds issued by the US states of …
Persistent link: https://www.econbiz.de/10014234020
Saved in:
8
Stock market
volatility
and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
9
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:
10
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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