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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"
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Japan
Estimation theory
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150
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150
Volatility
64
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Paolella, Marc S.
Ichiue, Hibiki
Pierdzioch, Christian
Wagner, Joachim
260
Schnabel, Claus
127
Caporale, Guglielmo Maria
113
Fitzenberger, Bernd
111
Gupta, Rangan
110
Bauer, Thomas K.
103
Belke, Ansgar
95
Riphahn, Regina T.
93
Pesaran, M. Hashem
91
Gil-Alaña, Luis A.
89
Fritsch, Michael
87
Kaiser, Ulrich
85
Addison, John T.
80
Bellmann, Lutz
76
Zimmermann, Klaus F.
76
Schmidt, Christoph M.
72
Zaremba, Adam
70
Döpke, Jörg
68
Schank, Thorsten
66
Buch, Claudia M.
65
Blundell, Richard W.
63
Caliendo, Marco
63
Czarnitzki, Dirk
62
Dustmann, Christian
60
Merz, Joachim
60
Winkelmann, Rainer
60
Pfeiffer, Friedhelm
59
Bohl, Martin T.
58
Steiner, Viktor
58
Frondel, Manuel
56
Jenkins, Stephen
55
Puhani, Patrick A.
54
Herwartz, Helmut
52
Kraft, Kornelius
51
Lechner, Michael
51
Biewen, Martin
50
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49
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48
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ECONIS (ZBW)
105
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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
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:
7
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:
8
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:
9
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:
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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