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~language:"eng"
~language:"nor"
~person:"Pierdzioch, Christian"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatility
Forecasting model
114
Prognoseverfahren
114
Estimation
100
Schätzung
100
Theorie
89
Theory
89
Volatilität
74
Börsenkurs
63
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Pierdzioch, Christian
McAleer, Michael
246
Gupta, Rangan
210
Caporale, Guglielmo Maria
133
Bollerslev, Tim
98
Bouri, Elie
96
Chang, Chia-Lin
92
Ma, Feng
88
Andersen, Torben
87
Spagnolo, Nicola
74
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
72
Diebold, Francis X.
61
Härdle, Wolfgang
59
Tiwari, Aviral Kumar
59
Koopman, Siem Jan
56
Gil-Alaña, Luis A.
54
Asai, Manabu
53
Kang, Sang Hoon
53
Clements, Adam
51
Todorov, Viktor
51
Wohar, Mark E.
51
McMillan, David G.
50
Mensi, Walid
49
Caporin, Massimiliano
48
Aizenman, Joshua
47
Dijk, Dick van
46
Salisu, Afees A.
46
Xuan Vinh Vo
45
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Wang, Yudong
44
Demirer, Rıza
43
Chiarella, Carl
42
Christoffersen, Peter F.
42
Engle, Robert F.
42
Kočenda, Evžen
42
Christiansen, Charlotte
41
Hautsch, Nikolaus
41
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Department of Economics working paper series
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7
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5
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3
Applied economics letters
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2
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Kredit und Kapital
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ECONIS (ZBW)
75
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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
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:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
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:
5
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:
6
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
7
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:
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
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
10
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:
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