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subject:"Großbritannien"
subject:"Kapitaleinkommen"
~person:"Pierdzioch, Christian"
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Großbritannien
Kapitaleinkommen
Estimation
116
Schätzung
116
Volatility
50
Volatilität
50
Forecasting model
46
Prognoseverfahren
46
Börsenkurs
45
Share price
45
Deutschland
44
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44
Capital income
36
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33
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33
Aktienmarkt
25
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Neue Makroökonomik offener Volkswirtschaften
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OECD countries
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English
40
German
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Pierdzioch, Christian
Gupta, Rangan
89
Caporale, Guglielmo Maria
75
Gil-Alaña, Luis A.
75
Zaremba, Adam
69
Blundell, Richard W.
60
McMillan, David G.
48
Jenkins, Stephen
44
Bollerslev, Tim
38
Pesaran, M. Hashem
37
Meghir, Costas
36
Bohl, Martin T.
34
Shields, Michael
34
Wohar, Mark E.
34
Hart, Robert A.
33
Timmermann, Allan
32
Francesconi, Marco
31
Booth, Alison L.
30
Machin, Stephen
29
Bali, Turan G.
28
Narayan, Paresh Kumar
28
Bekaert, Geert
27
Schrimpf, Andreas
27
Walker, Ian
27
Addison, John T.
26
Girma, Sourafel
26
Haskel, Jonathan
26
Todorov, Viktor
25
Van Reenen, John
25
Nitschka, Thomas
24
Smith, Jeremy
24
Zhou, Guofu
24
Arulampalam, Wiji
23
Campbell, John Y.
23
Hoesli, Martin
23
McAleer, Michael
23
Wheatley Price, Stephen
23
Görg, Holger
22
Stambaugh, Robert F.
22
Cakici, Nusret
21
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Kiel working paper
7
Department of Economics working paper series
5
Finance research letters
4
Kieler Arbeitspapiere
4
The European journal of finance
3
International review of financial analysis
2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Applied financial economics
1
Bundesbank Series 1 Discussion Paper
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
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1
European journal of political economy
1
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1
International economics and economic policy : IEEP
1
International review of economics & finance : IREF
1
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
40
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
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:
4
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:
5
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
6
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
7
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
8
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:
9
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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