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person:"Paolella, Marc S."
subject:"Japan"
~person:"Ichiue, Hibiki"
~person:"Pierdzioch, Christian"
~subject:"Estimation theory"
~subject:"Geldpolitik"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Japan
Estimation theory
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Estimation
64
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64
Forecasting model
31
Prognoseverfahren
31
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26
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26
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Paolella, Marc S.
Ichiue, Hibiki
Pierdzioch, Christian
Gupta, Rangan
102
Zaremba, Adam
60
Wagner, Joachim
52
Wohar, Mark E.
48
Gil-Alaña, Luis A.
47
Caporale, Guglielmo Maria
38
Bahmani-Oskooee, Mohsen
37
McMillan, David G.
33
Belke, Ansgar
32
Tiwari, Aviral Kumar
32
Apergēs, Nikolaos
31
Narayan, Paresh Kumar
31
Balcilar, Mehmet
27
Xuan Vinh Vo
27
Lee, Chien-chiang
25
Schneider, Friedrich
25
Bollerslev, Tim
24
Hammoudeh, Shawkat
24
Wang, Yudong
24
Buch, Claudia M.
23
Fitzenberger, Bernd
23
Ma, Feng
23
Todorov, Viktor
23
Bouri, Elie
22
Moosa, Imad A.
22
Schnabel, Claus
21
Bellmann, Lutz
20
Bohl, Martin T.
20
Fritsch, Michael
20
Herwartz, Helmut
20
Pesaran, M. Hashem
20
Riphahn, Regina T.
20
Shahbaz, Muhammad
20
Cheung, Yin-Wong
19
Demirer, Rıza
19
Egger, Peter
19
Kumar, Dilip
19
MacDonald, Ronald
19
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18
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Applied economics letters
5
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4
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4
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4
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2
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ECONIS (ZBW)
49
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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
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:
3
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:
4
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:
5
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:
6
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
7
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
8
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:
9
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:
10
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
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