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subject:"Volatilität"
~person:"Klose, Jens"
~person:"Pierdzioch, Christian"
~subject:"EU-Staaten"
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Volatilität
EU-Staaten
Estimation
147
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147
Forecasting model
51
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51
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50
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45
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45
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Klose, Jens
Pierdzioch, Christian
Belke, Ansgar
102
Caporale, Guglielmo Maria
101
McAleer, Michael
89
Gupta, Rangan
83
Gil-Alaña, Luis A.
48
Bollerslev, Tim
44
Afonso, António
38
Dreger, Christian
38
Buch, Claudia M.
37
Badinger, Harald
36
Herwartz, Helmut
36
Koopman, Siem Jan
36
Bahmani-Oskooee, Mohsen
35
Todorov, Viktor
34
Döpke, Jörg
31
Engle, Robert F.
31
Hautsch, Nikolaus
31
Härdle, Wolfgang
31
Asai, Manabu
29
Bouri, Elie
29
Hayo, Bernd
29
Chang, Chia-Lin
28
Rault, Christophe
28
Caporin, Massimiliano
26
Kočenda, Evžen
25
Ma, Feng
25
Setzer, Ralph
25
Wohar, Mark E.
25
Brunello, Giorgio
23
Mumtaz, Haroon
23
Pesaran, M. Hashem
23
Andersen, Torben
22
Brülhart, Marius
22
MacDonald, Ronald
22
Marcellino, Massimiliano
22
Xuan Vinh Vo
22
Artis, Michael J.
21
Crespo Cuaresma, Jesús
21
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Kieler Arbeitspapiere
8
Department of Economics working paper series
6
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6
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5
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4
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ECONIS (ZBW)
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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
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:
7
Estimated monetary policy rules for the ECB with granular variations of forecast horizons for inflation and output
Klose, Jens
- In:
Economic modelling
127
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463747
Saved in:
8
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:
9
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:
10
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:
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