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subject:"Schätzung"
type:"article"
~person:"Pierdzioch, Christian"
~person:"Ram, Rati"
~subject:"Volatilität"
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Schätzung
Volatilität
Welt
64
World
64
Estimation
23
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12
Forecasting model
10
Prognoseverfahren
10
Economic growth
9
Wirtschaftswachstum
9
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Pierdzioch, Christian
Ram, Rati
Gupta, Rangan
61
Bouri, Elie
40
Hammoudeh, Shawkat
35
Ma, Feng
30
Zaremba, Adam
25
Salisu, Afees A.
22
Tiwari, Aviral Kumar
22
Wang, Yudong
22
Ji, Qiang
21
Kang, Sang Hoon
21
Schneider, Friedrich
21
Wohar, Mark E.
21
Bahmani-Oskooee, Mohsen
20
Xuan Vinh Vo
20
Lee, Chien-chiang
19
Mensi, Walid
19
Rose, Andrew
19
Apergēs, Nikolaos
18
Balcilar, Mehmet
17
MacDonald, Ronald
17
Voigt, Stefan
17
Wei, Yu
17
Woessmann, Ludger
17
Shahzad, Syed Jawad Hussain
16
Yin, Libo
16
Demirer, Rıza
15
Gozgor, Giray
15
Lucey, Brian M.
15
Zhang, Yaojie
15
Lau, Chi Keung
14
Umar, Zaghum
14
Guesmi, Khaled
13
Liang, Chao
13
Shahbaz, Muhammad
13
Zhu, Huiming
13
Dreher, Axel
12
Filis, George
12
Han, Liyan
12
Nonejad, Nima
12
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Applied economics
2
Applied economics letters
2
Finance research letters
2
International economics and economic policy : IEEP
2
Public finance review : PFR
2
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Economia internazionale
1
Economic modelling
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Energy economics
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1
The journal of development studies : JDS
1
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1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
26
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1
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
Saved in:
2
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:
3
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
4
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
5
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
6
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
7
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
8
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
9
A replication study of "Openness, country size, and government size" (journal of public economics 2009)
Musau, Andrew
- In:
Public finance review : PFR
47
(
2019
)
4
,
pp. 775-792
Persistent link: https://www.econbiz.de/10012014703
Saved in:
10
Reply to "A replication study of "openness, country size, and government size" (journal of public economics 2009)"
Ram, Rati
- In:
Public finance review : PFR
47
(
2019
)
4
,
pp. 793-801
Persistent link: https://www.econbiz.de/10012014704
Saved in:
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