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person:"Brooks, Chris"
subject:"Kapitaleinkommen"
~person:"Pierdzioch, Christian"
~subject:"Neue Makroökonomik offener Volkswirtschaften"
~subject:"Prognose"
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Kapitaleinkommen
Neue Makroökonomik offener Volkswirtschaften
Prognose
Estimation
137
Schätzung
137
Volatility
56
Volatilität
56
Börsenkurs
51
Share price
51
Forecasting model
49
Prognoseverfahren
49
Capital income
45
Deutschland
44
Germany
44
Theorie
37
Theory
37
Aktienmarkt
30
Stock market
28
Business cycle
25
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25
USA
24
United States
24
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22
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22
Welt
18
World
18
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15
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15
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13
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12
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10
Internationaler Finanzmarkt
10
New open economy macroeconomics
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9
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9
OECD-Staaten
9
Schock
9
Shock
9
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9
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21
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Article
29
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Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
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English
57
German
2
Author
All
Brooks, Chris
Pierdzioch, Christian
Gupta, Rangan
77
Zaremba, Adam
69
McMillan, David G.
46
Bollerslev, Tim
37
Timmermann, Allan
35
Campbell, John Y.
30
Bohl, Martin T.
29
Pesaran, M. Hashem
29
Wohar, Mark E.
29
Bali, Turan G.
28
Todorov, Viktor
25
Zhou, Guofu
25
Caporale, Guglielmo Maria
23
Gil-Alaña, Luis A.
23
McAleer, Michael
23
Nitschka, Thomas
23
Diebold, Francis X.
22
Stambaugh, Robert F.
22
Wang, Yudong
22
Cakici, Nusret
21
Narayan, Paresh Kumar
21
Ma, Feng
20
Engle, Robert F.
19
Guidolin, Massimo
19
Bouri, Elie
18
Tiwari, Aviral Kumar
18
Umutlu, Mehmet
18
Ammann, Manuel
17
Döpke, Jörg
17
Hoesli, Martin
17
Moskowitz, Tobias J.
16
Salisu, Afees A.
16
Chiang, Thomas C.
15
Guo, Hui
15
Kumar, Dilip
15
Long, Huaigang
15
Sehgal, Sanjay
15
Tang, Yi
15
Zhang, Yaojie
15
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University of Reading / Department of Economics
2
Institut für Weltwirtschaft
1
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Kiel working paper
8
Kieler Arbeitspapiere
6
Department of Economics working paper series
5
Finance research letters
4
The European journal of finance
4
International review of financial analysis
3
Discussion paper in urban and regional economics / C
2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
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Economics letters
1
European journal of political economy
1
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1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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1
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Oxford bulletin of economics and statistics
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Research paper / University of Melbourne, Department of Economics
1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
58
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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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