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subject:"Volatility"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Welt"
~subject:"World"
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Volatility
Welt
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Estimation
179
Schätzung
179
Volatilität
75
Forecasting model
56
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56
Börsenkurs
48
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Chang, Chia-Lin
Pierdzioch, Christian
Schneider, Friedrich
110
Gupta, Rangan
105
McAleer, Michael
97
Buch, Claudia M.
79
Caporale, Guglielmo Maria
76
Dreher, Axel
75
Woessmann, Ludger
71
Voigt, Stefan
61
Rose, Andrew
55
Pesaran, M. Hashem
51
Belke, Ansgar
50
Nunnenkamp, Peter
49
Bahmani-Oskooee, Mohsen
48
MacDonald, Ronald
48
Van Reenen, John
47
Bollerslev, Tim
45
Levine, Ross
45
Cheung, Yin-Wong
44
Herwartz, Helmut
44
Aghion, Philippe
40
Acemoglu, Daron
39
Barro, Robert J.
36
Gil-Alaña, Luis A.
35
Todorov, Viktor
34
Bloom, Nicholas
33
Bouri, Elie
33
Rodrik, Dani
33
Sala-i-Martin, Xavier
33
Gundlach, Erich
32
Härdle, Wolfgang
32
Robinson, James A.
32
Frankel, Jeffrey A.
31
Hautsch, Nikolaus
31
Levchenko, Andrei A.
31
Wohar, Mark E.
31
Yilmazkuday, Hakan
31
Ma, Feng
30
Asai, Manabu
29
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Econometric Institute research papers
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9
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7
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Kredit und Kapital
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The Japanese economic review : the journal of the Japanese Economic Association
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The Korean economic review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
93
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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
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 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:
9
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:
10
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
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