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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~source:"econis"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Estimation
258
Schätzung
257
Volatility
115
Volatilität
115
Forecasting model
94
Börsenkurs
72
Share price
72
USA
62
United States
62
Theorie
61
Theory
61
Capital income
57
Kapitaleinkommen
57
Time series analysis
45
Welt
45
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25
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23
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2
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English
94
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Swanson, Norman R.
McAleer, Michael
Pierdzioch, Christian
Gupta, Rangan
82
Marcellino, Massimiliano
50
Ma, Feng
29
McMillan, David G.
26
Zaremba, Adam
26
Pesaran, M. Hashem
24
Timmermann, Allan
23
Clark, Todd E.
22
Huber, Florian
22
Kilian, Lutz
22
Wang, Yudong
22
Härdle, Wolfgang
21
Siliverstovs, Boriss
21
Zhang, Yaojie
21
Narayan, Paresh Kumar
20
Baumeister, Christiane
19
Franses, Philip Hans
19
Döpke, Jörg
18
Balcilar, Mehmet
16
Fritsche, Ulrich
16
Kim, Hyeongwoo
16
Salisu, Afees A.
16
Wohar, Mark E.
16
Bollerslev, Tim
15
Guidolin, Massimo
15
Herwartz, Helmut
15
Koop, Gary
15
Nonejad, Nima
15
Ravazzolo, Francesco
15
Schorfheide, Frank
15
Koopman, Siem Jan
14
Rossi, Barbara
14
Cholodilin, Konstantin Arkadʹevič
13
Diebold, Francis X.
13
Ghysels, Eric
13
Guérin, Pierre
13
Wei, Yu
13
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Econometric Institute research papers
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9
Working papers / Rutgers University, Department of Economics
6
Department of Economics working paper series
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Discussion paper / Tinbergen Institute
5
Finance research letters
4
International journal of forecasting
4
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Economic inquiry : journal of the Western Economic Association International
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Kieler Arbeitspapiere
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Quantitative finance and economics
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Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economics and statistics
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ECONIS (ZBW)
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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
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
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
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:
10
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
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