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~person:"Pierdzioch, Christian"
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Search: subject:"VOLATILITY"
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Volatilität
102
Volatility
94
Schätzung
58
Estimation
50
Prognoseverfahren
42
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41
Theorie
29
Börsenkurs
28
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12
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11
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104
German
5
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3
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Pierdzioch, Christian
McAleer, Michael
592
Gupta, Rangan
246
Caporale, Guglielmo Maria
223
Chang, Chia-Lin
212
Bollerslev, Tim
192
Diebold, Francis X.
151
Koopman, Siem Jan
137
Spagnolo, Nicola
129
Asai, Manabu
120
Bouri, Elie
105
Härdle, Wolfgang
104
Lux, Thomas
101
Aizenman, Joshua
100
Andersen, Torben
98
Hammoudeh, Shawkat
97
Bekaert, Geert
94
Caporin, Massimiliano
93
Chiarella, Carl
92
Ma, Feng
91
Chevallier, Julien
86
Hautsch, Nikolaus
86
Bahmani-Oskooee, Mohsen
85
Todorov, Viktor
85
Andersen, Torben G.
84
Engle, Robert F.
83
Shephard, Neil
82
Allen, David E.
81
Buch, Claudia M.
78
Mumtaz, Haroon
77
Clements, Adam
74
McMillan, David G.
74
Davis, Steven J.
72
Kočenda, Evžen
70
Ghysels, Eric
68
Barndorff-Nielsen, Ole E.
67
Hafner, Christian M.
65
Herwartz, Helmut
65
Tiwari, Aviral Kumar
65
Christiansen, Charlotte
64
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6
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1
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16
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11
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7
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5
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3
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2
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2
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2
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2
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2
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
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1
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1
German economic review
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1
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1
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1
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1
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
93
EconStor
9
RePEc
9
USB Cologne (EcoSocSci)
1
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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
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:
4
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:
5
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:
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
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:
8
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:
9
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:
10
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
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