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subject:"Germany"
~person:"Pierdzioch, Christian"
~subject:"Theorie"
~subject:"Volatility"
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Germany
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Estimation
118
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118
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51
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47
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47
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46
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85
German
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Pierdzioch, Christian
Wagner, Joachim
261
Caporale, Guglielmo Maria
144
Schnabel, Claus
128
Fitzenberger, Bernd
116
Gil-Alaña, Luis A.
116
Gupta, Rangan
103
Bauer, Thomas K.
99
Riphahn, Regina T.
99
Fritsch, Michael
91
McAleer, Michael
89
Belke, Ansgar
85
Kaiser, Ulrich
85
Buch, Claudia M.
84
Pesaran, M. Hashem
79
Bellmann, Lutz
77
Döpke, Jörg
77
Zimmermann, Klaus F.
77
Schmidt, Christoph M.
74
Härdle, Wolfgang
67
Schank, Thorsten
66
Hautsch, Nikolaus
65
Winkelmann, Rainer
65
Czarnitzki, Dirk
64
Pfeiffer, Friedhelm
64
Caliendo, Marco
62
Addison, John T.
61
Frondel, Manuel
60
Merz, Joachim
60
Herwartz, Helmut
58
Steiner, Viktor
58
Bollerslev, Tim
55
Puhani, Patrick A.
54
Bahmani-Oskooee, Mohsen
53
Koopman, Siem Jan
52
Biewen, Martin
51
Hujer, Reinhard
51
Kraft, Kornelius
51
Berg, Gerard J. van den
50
Marcellino, Massimiliano
50
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5
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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1
Kredit und Kapital
1
Research in international business and finance
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Swiss journal of economics and statistics
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)
89
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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
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
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