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~person:"Pierdzioch, Christian"
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Pierdzioch, Christian
McAleer, Michael
382
Gupta, Rangan
241
Caporale, Guglielmo Maria
201
Diebold, Francis X.
195
Bollerslev, Tim
190
Chang, Chia-Lin
145
Acharya, Viral V.
127
Bouri, Elie
113
Aizenman, Joshua
108
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104
Bartram, Söhnke M.
103
Bekaert, Geert
103
Haslem, John A.
103
Buch, Claudia M.
102
Andersen, Torben
100
Belke, Ansgar
99
Lopez de Prado, Marcos
99
Hammoudeh, Shawkat
98
Engle, Robert F.
95
Spagnolo, Nicola
95
Ma, Feng
92
Koopman, Siem Jan
90
Pelizzon, Loriana
90
Härdle, Wolfgang
85
Khudko, Elizaveta
84
White, Michelle J.
84
Andersen, Torben G.
83
Ghysels, Eric
81
Hautsch, Nikolaus
77
Shin, Hyun Song
76
Altman, Edward I.
75
Kočenda, Evžen
75
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74
Lux, Thomas
74
Agarwal, Sumit
73
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73
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71
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70
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ECONIS (ZBW)
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81
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
82
Climate risks and realized
volatility
of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
83
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:
84
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:
85
Climate risk and the
volatility
of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
86
Do U.S. economic conditions at the state level predict the realized
volatility
of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
87
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:
88
Climate risks and predictability of commodity returns and
volatility
: evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
89
Climate risks and state-level stock-market realized
volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
90
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:
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