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subject:"Aktienmarkt"
~person:"Pierdzioch, Christian"
~subject:"Realized volatility"
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Aktienmarkt
Realized volatility
Volatility
92
Volatilität
92
Estimation
50
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50
Forecasting model
41
Prognoseverfahren
41
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27
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Pierdzioch, Christian
Gupta, Rangan
87
Ma, Feng
45
Caporale, Guglielmo Maria
44
Spagnolo, Nicola
31
Kang, Sang Hoon
29
Bouri, Elie
28
Mensi, Walid
26
Bekaert, Geert
25
Demirer, Rıza
24
Xuan Vinh Vo
24
Hammoudeh, Shawkat
23
Zhang, Yaojie
20
Kočenda, Evžen
19
Salisu, Afees A.
19
Degiannakis, Stavros
18
Liang, Chao
18
McMillan, David G.
18
Chiang, Thomas C.
17
Diebold, Francis X.
17
Wohar, Mark E.
17
Filis, George
16
Gil-Alaña, Luis A.
16
Lu, Xinjie
16
Molnár, Peter
16
Wen, Fenghua
16
Yılmaz, Kamil
16
Aloui, Chaker
15
Christiansen, Charlotte
15
Corbet, Shaen
15
Engle, Robert F.
15
Hale, Galina
15
Ryu, Doojin
15
Tiwari, Aviral Kumar
15
Tong, Hui
15
Beirne, John
14
Bollerslev, Tim
14
Brooks, Robert
14
Li, Yan
14
Lyócsa, Štefan
14
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Department of Economics working paper series
9
Finance research letters
2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
29
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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 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:
3
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
10
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
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