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~person:"Bollerslev, Tim"
~person:"Nielsen, Morten Ørregaard"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"long memory"
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Aktienmarkt
long memory
Volatilität
46
Volatility
41
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40
realized volatility
36
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26
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Bollerslev, Tim
Nielsen, Morten Ørregaard
Pierdzioch, Christian
Ma, Feng
16
Gupta, Rangan
15
Zhang, Yaojie
11
Medeiros, Marcelo C.
8
Liang, Chao
6
Andersen, Torben G.
5
Asai, Manabu
5
Bonato, Matteo
5
McAleer, Michael
5
Wang, Jiqian
5
Brooks, Robert
4
Demirer, Rıza
4
Diebold, Francis X.
4
Gribisch, Bastian
4
Lee, Hyunchul
4
Li, Yan
4
Martens, Martin
4
Wu, Jin
4
Ahmed, Walid M. A.
3
Barunik, Jozef
3
Bucci, Andrea
3
Buncic, Daniel
3
Cepni, Oguzhan
3
Dijk, Dick van
3
Huang, Dengshi
3
Lux, Thomas
3
Lyócsa, Štefan
3
Molnár, Peter
3
Morales-Arias, Leonardo
3
Nielsen, Joshua
3
Pooter, Michiel de
3
Sattarhoff, Cristina
3
Shenai, Nikhil
3
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3
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3
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3
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ECONIS (ZBW)
10
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5
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3
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1
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:
2
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:
3
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:
4
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:
5
Business applications and state-level stock market
realized
volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
6
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:
7
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:
8
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:
9
Business applications and state-level stock market
realized
volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
10
Does partisan conflict predict a reduction in US stock market (
realized
) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
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