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~person:"Bollerslev, Tim"
~person:"Bouri, Elie"
~person:"Pierdzioch, Christian"
~person:"Prokopczuk, Marcel"
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Prognoseverfahren
33
Forecasting model
31
Capital income
27
Kapitaleinkommen
27
Börsenkurs
21
Schätzung
20
Volatility
19
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19
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17
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17
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11
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11
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11
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10
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10
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9
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Bollerslev, Tim
Bouri, Elie
Pierdzioch, Christian
Prokopczuk, Marcel
Zaremba, Adam
50
Narayan, Paresh Kumar
47
Gupta, Rangan
38
Guidolin, Massimo
31
Sharma, Susan Sunila
20
McMillan, David G.
18
Westerlund, Joakim
18
Zhang, Yaojie
18
Salisu, Afees A.
17
Wang, Yudong
17
Cakici, Nusret
16
Long, Huaigang
16
Ma, Feng
16
Linton, Oliver
14
Nitschka, Thomas
14
Engsted, Tom
13
Timmermann, Allan
13
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13
Zhu, Xiaoneng
13
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11
Kräussl, Roman
11
Maio, Paulo
11
Park, Cheolbeom
11
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11
Sarno, Lucio
11
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11
Stork, Philip
11
Wohar, Mark E.
11
Yin, Libo
11
Demirer, Rıza
10
Dinh Hoang Bach Phan
10
Pedersen, Thomas Q.
10
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10
Bali, Turan G.
9
Bekaert, Geert
9
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9
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School of Economics and Management, University of Aarhus
6
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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1
Technological forecasting & social change : an international journal
1
The European Journal of Finance
1
The European journal of finance
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)
32
RePEc
13
EconStor
7
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1
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317311
Saved in:
2
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
3
Predictability
in commodity markets : evidence from more than a century
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Tharann, Björn
; …
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013392396
Saved in:
4
From climate risk to the returns and volatility of energy assets and green bonds : a
predictability
analysis under various conditions
Bouri, Elie
;
Rognone, Lavinia
;
Sokhanvar, Amin
;
Wang, …
- In:
Technological forecasting & social change : an …
194
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014475855
Saved in:
5
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
6
Intraday and overnight tail risks and return
predictability
in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
7
Convenience yield risk
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014283248
Saved in:
8
Out-of-sample
predictability
of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
9
Predictability
of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
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