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isPartOf:"MPRA Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Pierdzioch, Christian"
~subject:"Risiko"
~subject:"Volatility"
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Risiko
Volatility
Estimation
5
Schätzung
5
Volatilität
5
Forecasting model
3
Prognoseverfahren
3
Capital income
2
Exchange rate
2
Gold
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Nonparametric causality-in-quantiles test
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Partisan conflict
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Pierdzioch, Christian
Gupta, Rangan
11
Kang, Sang Hoon
9
Mensi, Walid
9
Hammoudeh, Shawkat
7
Zhu, Huiming
7
McAleer, Michael
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Caiado, Jorge
5
Crato, Nuno
5
Masih, Mansur
5
Onour, Ibrahim
5
Sinha, Pankaj
5
Zhuang, Xintian
5
Balcilar, Mehmet
4
Chang, Chia-Lin
4
Dai, Zhifeng
4
Gao, Yang
4
Hau, Liya
4
Qiao, Gaoxiu
4
Ur Rehman, Mobeen
4
Wu, Xinyu
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Camilleri, Silvio John
3
Dumitriu, Ramona
3
Ho, Kin-Yip
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Li, Yanshuang
3
Lien, Da-hsiang Donald
3
Liu, Qiang
3
Ma, Yong
3
Mapa, Dennis S.
3
Ryu, Doojin
3
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MPRA Paper
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
15
Kieler Arbeitspapiere
10
Kiel working paper
7
The European journal of finance
3
Applied economics letters
2
Energy economics
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of financial markets
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Journal of forecasting
2
Journal of international money and finance
2
Kieler Diskussionsbeiträge
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Scottish journal of political economy : the journal of the Scottish Economic Society
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 2 Discussion Paper
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CESifo Working Paper Series
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Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Discussion paper / Deutsche Bundesbank
1
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1
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
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1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of the Operational Research Society
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Kiel Working Paper
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Kiel Working Papers
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Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Research in international business and finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
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:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
4
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
5
Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 27-38
Persistent link: https://www.econbiz.de/10011673292
Saved in:
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