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~person:"Hautsch, Nikolaus"
~person:"Mumtaz, Haroon"
~person:"Pierdzioch, Christian"
~subject:"Handelsvolumen der Börse"
~subject:"Market microstructure"
~subject:"Trading volume"
~subject:"United States"
~subject:"Volatility"
~subject:"Zinsderivat"
~type_genre:"Graue Literatur"
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Handelsvolumen der Börse
Market microstructure
Trading volume
United States
Volatility
Zinsderivat
Volatilität
91
Estimation
53
Schätzung
53
Theorie
34
Theory
34
Börsenkurs
33
Share price
33
VAR model
22
VAR-Modell
22
USA
21
Stochastic process
20
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20
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19
Prognoseverfahren
19
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19
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Ankündigungseffekt
10
Announcement effect
10
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10
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91
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Graue Literatur
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94
Arbeitspapier
91
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91
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75
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75
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6
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91
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Hautsch, Nikolaus
Mumtaz, Haroon
Pierdzioch, Christian
McAleer, Michael
171
Caporale, Guglielmo Maria
91
Chang, Chia-Lin
70
Gupta, Rangan
63
Spagnolo, Nicola
47
Andersen, Torben
44
Diebold, Francis X.
44
Koopman, Siem Jan
43
Bollerslev, Tim
41
Härdle, Wolfgang
39
Lux, Thomas
36
Fernández-Villaverde, Jesús
32
Clements, Adam
27
Dijk, Dick van
27
Kočenda, Evžen
27
Aizenman, Joshua
26
Chiarella, Carl
26
Allen, David E.
25
Caballero, Ricardo J.
24
Gil-Alaña, Luis A.
24
Hafner, Christian M.
24
Lucas, André
24
Pesaran, M. Hashem
24
Rodriguez, Gabriel
24
Asai, Manabu
23
Spagnolo, Fabio
23
Bekaert, Geert
22
Belke, Ansgar
22
Caporin, Massimiliano
22
Christiansen, Charlotte
22
Herwartz, Helmut
22
Marcellino, Massimiliano
22
Bauwens, Luc
21
Buch, Claudia M.
21
Rubio-Ramírez, Juan Francisco
21
Guerrón-Quintana, Pablo A.
20
Bloom, Nicholas
19
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Institut für Weltwirtschaft
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Department of Economics working paper series
17
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14
SFB 649 discussion paper
10
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9
Kieler Arbeitspapiere
9
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8
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7
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ECONIS (ZBW)
91
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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
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
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
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:
9
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
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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