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subject:"Geldpolitik"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~subject:"Volatility"
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Geldpolitik
Volatility
Estimation
276
Schätzung
270
Volatilität
136
Forecasting model
85
Prognoseverfahren
85
Börsenkurs
78
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78
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61
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24
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21
Internationaler Tourismus
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18
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17
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17
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English
138
German
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McAleer, Michael
Pierdzioch, Christian
Gupta, Rangan
99
Belke, Ansgar
92
Caporale, Guglielmo Maria
75
Bollerslev, Tim
44
Mumtaz, Haroon
41
Bahmani-Oskooee, Mohsen
39
Todorov, Viktor
35
Christiano, Lawrence J.
34
Gil-Alaña, Luis A.
34
Siklos, Pierre L.
34
Wohar, Mark E.
32
Hautsch, Nikolaus
31
Herwartz, Helmut
31
Bouri, Elie
30
Leeper, Eric M.
30
Asai, Manabu
29
Buch, Claudia M.
29
Hayo, Bernd
29
Härdle, Wolfgang
29
Pesaran, M. Hashem
29
Bohl, Martin T.
27
Ma, Feng
27
Wolters, Jürgen
27
Caporin, Massimiliano
26
Chang, Chia-Lin
26
Koopman, Siem Jan
26
Lütkepohl, Helmut
26
Balcilar, Mehmet
25
Klose, Jens
25
Döpke, Jörg
24
Engle, Robert F.
24
Rodriguez, Gabriel
24
Gertler, Mark
23
Lindé, Jesper
23
Xuan Vinh Vo
23
Andersen, Torben
22
Eickmeier, Sandra
22
Schrimpf, Andreas
22
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University of Canterbury / Dept. of Economics and Finance
4
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21
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13
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11
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9
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7
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4
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3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
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1
Journal of international money and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
141
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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
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:
3
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:
4
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:
5
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:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
7
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:
8
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:
9
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:
10
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
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