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subject:"Impact assessment"
~person:"Pierdzioch, Christian"
~subject:"Panel"
~subject:"Schock"
~subject:"Volatility"
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Impact assessment
Panel
Schock
Volatility
Estimation
118
Schätzung
118
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51
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47
Prognoseverfahren
47
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46
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61
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Pierdzioch, Christian
Gupta, Rangan
122
Caporale, Guglielmo Maria
97
McAleer, Michael
93
Pesaran, M. Hashem
79
Lechner, Michael
71
Belke, Ansgar
61
Mumtaz, Haroon
50
Heckman, James J.
49
Baltagi, Badi H.
48
Narayan, Paresh Kumar
48
Puhani, Patrick A.
48
Herwartz, Helmut
47
Buch, Claudia M.
46
Bahmani-Oskooee, Mohsen
45
Bollerslev, Tim
44
Afonso, António
40
Apergēs, Nikolaos
39
Blundell, Richard W.
39
Chudik, Alexander
39
Hujer, Reinhard
37
Gambetti, Luca
36
Todorov, Viktor
36
Caliendo, Marco
35
Christiano, Lawrence J.
35
Lalive, Rafael
35
Forni, Mario
34
Gil-Alaña, Luis A.
34
Bouri, Elie
33
Tiwari, Aviral Kumar
33
Döpke, Jörg
32
Eickmeier, Sandra
32
Engle, Robert F.
32
Koopman, Siem Jan
32
Lütkepohl, Helmut
32
Rault, Christophe
32
Wohar, Mark E.
32
Hautsch, Nikolaus
31
Lee, Chien-chiang
31
Marcellino, Massimiliano
31
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ECONIS (ZBW)
61
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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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