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~person:"Pierdzioch, Christian"
~subject:"Finanzdienstleistung"
~subject:"Schätzung"
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GARCH Proof of Concept
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Finanzdienstleistung
Schätzung
Forecasting
73
Prognoseverfahren
62
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61
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32
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32
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32
forecasting
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Pierdzioch, Christian
Gupta, Rangan
37
Diebold, Francis X.
14
Curti, Filippo
12
McAleer, Michael
12
Saunders, Anthony
12
Engle, Robert F.
11
Li, Jianping
11
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11
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11
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11
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10
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10
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10
Malik, Farooq
10
Stoja, Evarist
10
Stulz, René M.
10
Vasile, Emilia
10
Zhu, Xiaoqian
10
Radu, Brînduşa-Mihaela
9
Schuermann, Til
9
Daníelsson, Jón
8
Giudici, Paolo
8
Jacobs, Michael <Jr.>
8
McConnell, Patrick
8
Migueis, Marco
8
Acharya, Viral V.
7
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7
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7
Clark, Todd E.
7
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7
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7
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7
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7
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7
Mihoci, Andrija
7
Paolella, Marc S.
7
Peydró, José-Luis
7
Polo, Andrea
7
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Department of Economics working paper series
5
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2
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1
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1
Energy economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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ECONIS (ZBW)
18
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1
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1
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:
2
Forecasting
international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
3
Brokers and business cycles: does financial market volatility cause real fluctuations?
Döpke, Jörg
-
1998
Persistent link: https://www.econbiz.de/10013261010
Saved in:
4
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian
-
2000
Persistent link: https://www.econbiz.de/10013261076
Saved in:
5
Brokers and business cycles: Does financial market volatility cause real fluctuations?
Döpke, Jörg
;
Pierdzioch, Christian
-
1998
for Germany from 1968 to 1998, we specify
GARCH
models to capture the variability of stock market prices, of the real …
Persistent link: https://www.econbiz.de/10010275423
Saved in:
6
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
Saved in:
7
Forecasting
realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
8
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
9
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
10
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
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