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~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Volatility"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Marktinformation"
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Volatility
Forecasting model
34
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34
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18
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16
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Pierdzioch, Christian
Gupta, Rangan
44
McAleer, Michael
32
Bollerslev, Tim
19
Lux, Thomas
17
Diebold, Francis X.
16
Clements, Adam
14
Clark, Todd E.
13
Asai, Manabu
12
Carriero, Andrea
12
Marcellino, Massimiliano
12
Salisu, Afees A.
12
Andersen, Torben
11
Christoffersen, Peter F.
11
Caporin, Massimiliano
10
Dijk, Dick van
10
Medeiros, Marcelo C.
10
Bonato, Matteo
9
Koopman, Siem Jan
9
Baumeister, Christiane
8
Martin, Gael M.
7
Ҫepni, Oğuzhan
7
Allen, David E.
6
Hol Uspensky, Eugenie
6
Huber, Florian
6
Karmakar, Sayar
6
Ravazzolo, Francesco
6
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5
Bouri, Elie
5
Delle Monache, Davide
5
Gallo, Giampiero M.
5
Liao, Yin
5
Martin, Ian
5
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Mittnik, Stefan
5
Nason, James Michael
5
Ogbonna, Ahamuefula Ephraim
5
Patton, Andrew J.
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Department of Economics working paper series
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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:
5
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:
6
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
7
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
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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
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
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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