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subject:"Volatilität"
~person:"Jawadi, Fredj"
~person:"Pierdzioch, Christian"
~subject:"Share price"
~type_genre:"Article in journal"
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Volatilität
Share price
Estimation
86
Schätzung
86
Forecasting model
36
Prognoseverfahren
36
Börsenkurs
33
Volatility
33
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Jawadi, Fredj
Pierdzioch, Christian
Gupta, Rangan
84
McMillan, David G.
35
Wohar, Mark E.
35
Zaremba, Adam
35
Bahmani-Oskooee, Mohsen
34
Tiwari, Aviral Kumar
34
Ma, Feng
31
Narayan, Paresh Kumar
30
Gil-Alaña, Luis A.
29
Bouri, Elie
28
Caporale, Guglielmo Maria
27
McAleer, Michael
26
Todorov, Viktor
26
Balcilar, Mehmet
25
Bollerslev, Tim
25
Xuan Vinh Vo
25
Lee, Chien-chiang
22
Kumar, Dilip
21
Zhang, Yaojie
19
Brooks, Robert
18
Chiang, Thomas C.
18
Mensi, Walid
18
Wang, Yudong
18
Apergēs, Nikolaos
17
Kang, Sang Hoon
17
Salisu, Afees A.
17
Rashid, Abdul
16
Yoon, Seong-min
16
Asai, Manabu
15
Bali, Turan G.
15
Caporin, Massimiliano
15
Demirer, Rıza
15
Wei, Yu
15
Bohl, Martin T.
14
Cakici, Nusret
14
Hammoudeh, Shawkat
14
Li, Jia
14
Sehgal, Sanjay
14
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
3
Finance research letters
3
The European journal of finance
3
Computational economics
2
Econometric reviews
2
Energy economics
2
International review of financial analysis
2
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2
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2
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1
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1
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1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
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Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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Open economies review
1
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Swiss journal of economics and statistics
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ECONIS (ZBW)
52
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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 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:
3
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
4
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:
5
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:
6
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:
7
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
8
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
9
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:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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