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~accessRights:"free"
~language:"eng"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~subject:"Portfolio selection"
~subject:"Volatility"
~type:"book"
~type_genre:"Arbeitspapier"
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Portfolio selection
Volatility
Volatilität
181
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114
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114
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110
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110
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106
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106
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91
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79
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79
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68
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58
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58
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57
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57
Capital market returns
55
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55
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48
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Arbeitspapier
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216
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207
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207
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English
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McAleer, Michael
Pierdzioch, Christian
Caporale, Guglielmo Maria
105
Chang, Chia-Lin
67
Platen, Eckhard
61
Gupta, Rangan
53
Härdle, Wolfgang
49
Spagnolo, Nicola
47
Koopman, Siem Jan
46
Lucas, André
45
Guidolin, Massimo
40
Andersen, Torben
38
Bollerslev, Tim
35
Allen, David E.
33
Chiarella, Carl
32
Diebold, Francis X.
32
Dijk, Dick van
32
Pesaran, M. Hashem
31
Hautsch, Nikolaus
29
Aizenman, Joshua
27
Gil-Alaña, Luis A.
27
Bacchetta, Philippe
25
Clements, Adam
25
Ślepaczuk, Robert
25
Caporin, Massimiliano
24
Hafner, Christian M.
24
Kočenda, Evžen
24
Agarwal, Vikas
23
Buch, Claudia M.
23
Hens, Thorsten
23
Mitchell, Olivia S.
23
Rodriguez, Gabriel
23
Spagnolo, Fabio
23
Campbell, John Y.
22
Asai, Manabu
21
Gollier, Christian
21
Medeiros, Marcelo C.
21
Plastun, Alex
21
Ranaldo, Angelo
21
Uppal, Raman
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ECONIS (ZBW)
209
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1
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
2
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
3
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
4
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:
5
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
6
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:
7
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
8
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:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
Saved in:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
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