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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Nonejad, Nima"
~person:"Pierdzioch, Christian"
~type_genre:"Aufsatz im Buch"
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Volatilität
Estimation
71
Schätzung
71
Forecasting model
44
Prognoseverfahren
44
Volatility
34
Capital income
28
Kapitaleinkommen
28
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23
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34
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Article in journal
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English
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Nonejad, Nima
Pierdzioch, Christian
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
33
Ma, Feng
25
McAleer, Michael
24
Todorov, Viktor
24
Bollerslev, Tim
22
Bouri, Elie
22
Kumar, Dilip
20
Wohar, Mark E.
20
Xuan Vinh Vo
20
Balcilar, Mehmet
19
Asai, Manabu
16
Caporale, Guglielmo Maria
16
Gil-Alaña, Luis A.
16
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Apergēs, Nikolaos
12
Belke, Ansgar
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
McMillan, David G.
12
Wu, Xinyu
12
Caporin, Massimiliano
11
Floros, Christos
11
Hammoudeh, Shawkat
11
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11
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The North American journal of economics and finance : a journal of financial economics studies
7
Energy economics
2
International review of financial analysis
2
The European journal of finance
2
Annals of financial economics
1
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economic modelling
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
German economic review
1
International economics and economic policy : IEEP
1
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1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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1
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1
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1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
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ECONIS (ZBW)
34
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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
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:
3
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
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:
6
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:
7
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
8
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
9
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
10
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
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