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~person:"Pierdzioch, Christian"
~subject:"Volatilität"
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Volatilität
Schätzung
140
Prognoseverfahren
137
Forecasting model
132
Estimation
116
Deutschland
86
Germany
78
Volatility
77
Börsenkurs
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Pierdzioch, Christian
Gupta, Rangan
169
McAleer, Michael
132
Ma, Feng
84
Bollerslev, Tim
82
Bouri, Elie
70
Caporale, Guglielmo Maria
70
Diebold, Francis X.
70
Buch, Claudia M.
51
Härdle, Wolfgang
50
Hautsch, Nikolaus
49
Andersen, Torben
41
Caporin, Massimiliano
41
Lux, Thomas
41
Engle, Robert F.
40
Zhang, Yaojie
40
Belke, Ansgar
39
Döpke, Jörg
39
Wang, Yudong
39
Wei, Yu
39
Asai, Manabu
38
Chang, Chia-Lin
38
McMillan, David G.
38
Clements, Adam
37
Todorov, Viktor
37
Wohar, Mark E.
37
Salisu, Afees A.
36
Bahmani-Oskooee, Mohsen
35
Hammoudeh, Shawkat
34
Koopman, Siem Jan
34
Tiwari, Aviral Kumar
34
Bekaert, Geert
33
Christoffersen, Peter F.
32
Conrad, Christian
32
Ji, Qiang
32
Liang, Chao
32
Kang, Sang Hoon
31
Kumar, Dilip
30
Prokopczuk, Marcel
30
Gil-Alaña, Luis A.
29
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Department of Economics working paper series
14
Kiel Working Paper
8
Kieler Arbeitspapiere
8
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5
The North American journal of economics and finance : a journal of financial economics studies
5
The European journal of finance
3
Energy economics
2
Finance research letters
2
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2
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2
Journal of international money and finance
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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1
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
1
Kredit und Kapital
1
Research in international business and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The world's new financial landscape : challenges for economic policy
1
Zeitschrift für Wirtschaftspolitik
1
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ECONIS (ZBW)
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1
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:
2
Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time
Döpke, Jörg
-
2016
Persistent link: https://www.econbiz.de/10012989311
Saved in:
3
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:
4
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
5
Forecasting stock market volatility with macroeconomic variables in real time
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
-
2006
used a new dataset on monthly real-time macroeconomic variables for
Germany
. The dataset covers the period 1994-2005. We …
Persistent link: https://www.econbiz.de/10010295909
Saved in:
6
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:
7
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:
8
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:
9
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
10
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:
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