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subject:"Volatility"
~person:"Pierdzioch, Christian"
~person:"Timmermann, Allan"
~subject:"United States"
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Volatility
United States
Estimation
179
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179
Forecasting model
74
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74
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71
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71
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67
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Pierdzioch, Christian
Timmermann, Allan
Gupta, Rangan
144
Caporale, Guglielmo Maria
140
Gil-Alaña, Luis A.
98
McAleer, Michael
96
Heckman, James J.
65
Bollerslev, Tim
58
Bahmani-Oskooee, Mohsen
53
Belke, Ansgar
53
Pesaran, M. Hashem
50
Koopman, Siem Jan
49
Wohar, Mark E.
47
Engle, Robert F.
46
Hautsch, Nikolaus
44
Hamermesh, Daniel S.
42
Balcilar, Mehmet
41
Miller, Stephen M.
41
Todorov, Viktor
38
Diebold, Francis X.
36
Marcellino, Massimiliano
36
Cheung, Yin-Wong
34
Härdle, Wolfgang
34
Buch, Claudia M.
33
Mumtaz, Haroon
32
Bloom, Nicholas
31
Bouri, Elie
31
Reitz, Stefan
31
Stulz, René M.
31
Basu, Susanto
30
Ludvigson, Sydney C.
30
Asai, Manabu
29
Glaeser, Edward L.
29
Karanassou, Marika
29
Kilian, Lutz
29
Neumark, David
29
Andersen, Torben
28
Caporin, Massimiliano
28
Herwartz, Helmut
28
Lettau, Martin
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The North American journal of economics and finance : a journal of financial economics studies
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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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