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~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Aktienmarkt
Geldpolitik
Großbritannien
Volatility
Volatilität
207
Theorie
155
Theory
155
Estimation
141
Schätzung
141
ARCH model
132
ARCH-Modell
132
Forecasting model
115
Prognoseverfahren
115
Welt
107
World
107
USA
96
United States
96
Time series analysis
88
Zeitreihenanalyse
88
Börsenkurs
73
Share price
73
Risikomaß
61
Risk measure
61
Capital market returns
55
Estimation theory
55
Kapitalmarktrendite
55
Schätztheorie
55
Spillover effect
53
Spillover-Effekt
53
Stochastic process
53
Stochastischer Prozess
53
Capital income
52
Kapitaleinkommen
52
Taiwan
47
Bibliometrics
46
Bibliometrie
46
Portfolio selection
43
Portfolio-Management
43
Modellierung
40
Scientific modelling
40
Financial crisis
37
Finanzkrise
37
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Free
224
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4
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Book / Working Paper
Article
161
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Arbeitspapier
Article in journal
Fallstudie
Statistik
Working Paper
274
Graue Literatur
253
Non-commercial literature
253
Aufsatz in Zeitschrift
1
Collection of articles of several authors
1
Hochschulschrift
1
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1
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English
252
German
3
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McAleer, Michael
Pierdzioch, Christian
Caporale, Guglielmo Maria
185
Belke, Ansgar
135
Svensson, Lars E. O.
116
Machin, Stephen
109
Bordo, Michael D.
101
Bryson, Alex
100
Ehrmann, Michael
99
Galí, Jordi
98
Wieland, Volker
98
Orphanides, Athanasios
95
Van Reenen, John
94
Gil-Alaña, Luis A.
92
Blundell, Richard W.
89
Woodford, Michael
89
Gupta, Rangan
87
Minford, Patrick
85
Corsetti, Giancarlo
83
Peydró, José-Luis
82
Propper, Carol
79
Siklos, Pierre L.
79
Aizenman, Joshua
75
Jenkins, Stephen
73
Artus, Patrick
72
Chang, Chia-Lin
72
Goodhart, Charles A. E.
72
Fernández-Villaverde, Jesús
69
Williams, John C.
69
Bloom, Nicholas
68
Smets, Frank
66
Hayo, Bernd
65
Berger, Helge
64
Fratzscher, Marcel
64
Griffith, Rachel
64
Mumtaz, Haroon
63
Schnabl, Gunther
63
Caballero, Ricardo J.
62
Reis, Ricardo
62
Haskel, Jonathan
61
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University of Canterbury / Dept. of Economics and Finance
9
Institut für Weltwirtschaft
7
Shakai-Keizai-Kenkyūsho <Osaka>
1
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Econometric Institute research papers
79
Discussion paper / Tinbergen Institute
57
Working paper
41
Kieler Arbeitspapiere
23
Kiel working paper
22
Department of Economics working paper series
17
School of Accounting, Finance and Economics & FEMARC working paper series
4
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Finmap working paper
2
CESifo working papers
1
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
1
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1
Discussion paper / Institute of Social and Economic Research
1
Econometric reviews
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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ECONIS (ZBW)
255
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1
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255
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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
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:
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
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:
5
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:
6
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:
7
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
8
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:
9
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:
10
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
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