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person:"Brooks, Chris"
subject:"Kapitaleinkommen"
~person:"Pierdzioch, Christian"
~person:"Pástor, Ľuboš"
~subject:"Forecast"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Kapitaleinkommen
Forecast
Estimation
148
Schätzung
148
Capital income
57
Börsenkurs
50
Share price
50
Theorie
48
Theory
48
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47
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43
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43
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40
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40
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English
59
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1
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Brooks, Chris
Pierdzioch, Christian
Pástor, Ľuboš
Gupta, Rangan
77
Zaremba, Adam
59
McMillan, David G.
33
Wohar, Mark E.
29
Bollerslev, Tim
28
Timmermann, Allan
27
Bohl, Martin T.
24
Todorov, Viktor
23
Gil-Alaña, Luis A.
22
Pesaran, M. Hashem
22
Ma, Feng
21
Caporale, Guglielmo Maria
20
McAleer, Michael
20
Narayan, Paresh Kumar
20
Nitschka, Thomas
20
Wang, Yudong
20
Bali, Turan G.
19
Cakici, Nusret
18
Tiwari, Aviral Kumar
18
Bouri, Elie
17
Zhang, Yaojie
17
Hoesli, Martin
16
Salisu, Afees A.
16
Chiang, Thomas C.
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Balcilar, Mehmet
14
Engle, Robert F.
14
Guidolin, Massimo
14
Long, Huaigang
14
Tauchen, George Eugene
14
Ammann, Manuel
13
Andersen, Torben
13
Guo, Hui
13
Paolella, Marc S.
13
Schrimpf, Andreas
13
Stambaugh, Robert F.
13
Umutlu, Mehmet
13
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University of Reading / Department of Economics
2
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1
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1
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Department of Economics working paper series
5
Kiel working paper
5
Finance research letters
4
The European journal of finance
4
International review of financial analysis
3
Kieler Arbeitspapiere
3
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Discussion paper in urban and regional economics / C
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ECONIS (ZBW)
60
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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 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:
3
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:
4
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:
5
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
6
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:
7
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
8
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:
9
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
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