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~person:"Pierdzioch, Christian"
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Search: subject:"Volatility"
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Volatilität
108
Volatility
100
Schätzung
59
Estimation
51
Prognoseverfahren
48
Forecasting model
47
Börsenkurs
30
Theorie
30
Capital income
29
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29
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29
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27
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26
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26
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25
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24
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23
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23
Forecasting
22
Germany
22
Welt
22
World
22
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20
Realized volatility
17
USA
17
United States
17
Risiko
16
Internationaler Finanzmarkt
15
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15
Forecast
14
International financial market
14
OECD-Staaten
14
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14
Prognose
14
Ölpreis
14
Capital mobility
13
Wechselkurspolitik
13
Kapitalmobilität
12
Neue Makroökonomik offener Volkswirtschaften
12
OECD countries
12
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Free
55
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37
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Book / Working Paper
66
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52
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49
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49
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46
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37
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2
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2
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1
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English
110
German
5
Undetermined
3
Author
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Pierdzioch, Christian
McAleer, Michael
593
Gupta, Rangan
266
Caporale, Guglielmo Maria
224
Chang, Chia-Lin
213
Bollerslev, Tim
192
Diebold, Francis X.
151
Koopman, Siem Jan
138
Spagnolo, Nicola
129
Asai, Manabu
120
Bouri, Elie
116
Härdle, Wolfgang
106
Lux, Thomas
101
Aizenman, Joshua
100
Andersen, Torben
98
Hammoudeh, Shawkat
98
Ma, Feng
96
Bekaert, Geert
95
Caporin, Massimiliano
95
Chiarella, Carl
92
Bahmani-Oskooee, Mohsen
86
Chevallier, Julien
86
Hautsch, Nikolaus
86
Todorov, Viktor
86
Andersen, Torben G.
84
Engle, Robert F.
83
Shephard, Neil
82
Allen, David E.
81
Buch, Claudia M.
78
Mumtaz, Haroon
77
McMillan, David G.
75
Clements, Adam
74
Davis, Steven J.
73
Kočenda, Evžen
73
Tiwari, Aviral Kumar
73
Ghysels, Eric
69
Barndorff-Nielsen, Ole E.
67
Herwartz, Helmut
66
Hafner, Christian M.
65
Christiansen, Charlotte
64
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Institut für Weltwirtschaft (IfW)
6
Institut für Weltwirtschaft
3
CESifo
1
Deutsche Bundesbank
1
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Department of Economics working paper series
18
Kieler Arbeitspapiere
11
Kiel Working Paper
7
Kiel working paper
7
Kiel Working Papers
6
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
4
Energy economics
3
The European journal of finance
3
Applied economics letters
2
CESifo Working Paper Series
2
International review of economics & finance : IREF
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
2
Kieler Diskussionsbeiträge
2
Research in international business and finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Annals of financial economics
1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 2 Discussion Paper
1
CESifo Working Paper
1
CESifo working papers
1
Computational economics
1
Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Discussion paper / Deutsche Bundesbank
1
Financial innovation : FIN
1
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Economics and Economic Policy
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economics & business
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
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ECONIS (ZBW)
99
EconStor
9
RePEc
9
USB Cologne (EcoSocSci)
1
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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
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
4
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:
5
Financial stress and realized
volatility
: the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015061759
Saved in:
6
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:
7
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:
8
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:
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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