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~person:"Boss, Alfred"
~person:"Pierdzioch, Christian"
~person:"Schmid, Timo"
~subject:"CAPM"
~subject:"Census"
~subject:"Deutschland"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Volatility"
~type:"book"
~type_genre:"Working Paper"
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Schätzung
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Boss, Alfred
Pierdzioch, Christian
Schmid, Timo
Wagner, Joachim
241
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109
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84
Phillips, Peter C. B.
84
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80
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75
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74
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72
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70
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55
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49
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48
Entorf, Horst
48
Nielsen, Morten Ørregaard
48
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47
Dilger, Alexander
46
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46
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42
Jirjahn, Uwe
42
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42
Wolf, Michael
42
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41
Constant, Amelie
41
Acemoglu, Daron
40
Fitzenberger, Bernd
40
Shephard, Neil G.
40
Chernozhukov, Victor
39
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37
Puhani, Patrick A.
37
Schmidt, Christoph M.
37
Swanson, Norman R.
37
Haucap, Justus
36
Kaiser, Ulrich
36
Newey, Whitney K.
36
Johansen, Søren
35
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35
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35
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73
EconStor
45
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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
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:
3
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:
4
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
5
Forecasting U.S. recessions using over 150 years of data : stock-market moments versus oil-market moments
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2024
Persistent link: https://www.econbiz.de/10014635879
Saved in:
6
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:
7
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:
8
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:
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
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