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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Pesaran, M. Hashem"
~person:"Pierdzioch, Christian"
~source:"econis"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Estimation
255
Schätzung
255
Theorie
98
Theory
98
Forecasting model
85
USA
62
United States
62
Börsenkurs
61
Share price
61
Volatility
59
Volatilität
59
Capital income
56
Kapitaleinkommen
56
Time series analysis
52
Welt
52
World
52
Zeitreihenanalyse
52
Deutschland
45
Germany
45
VAR model
41
VAR-Modell
41
Estimation theory
32
Schätztheorie
32
Aktienmarkt
27
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26
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26
Stock market
25
Impact assessment
22
Wirkungsanalyse
22
Correlation
21
Korrelation
21
Factor analysis
19
Faktorenanalyse
19
Panel
19
Panel study
19
Großbritannien
18
United Kingdom
18
Economic growth
17
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17
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27
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22
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Article
46
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39
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Arbeitspapier
Aufsatz in Zeitschrift
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46
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39
Graue Literatur
35
Non-commercial literature
35
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2
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2
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1
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1
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English
85
Author
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Swanson, Norman R.
Pesaran, M. Hashem
Pierdzioch, Christian
Gupta, Rangan
85
Marcellino, Massimiliano
51
McAleer, Michael
34
Ma, Feng
31
McMillan, David G.
26
Zaremba, Adam
26
Wang, Yudong
24
Huber, Florian
23
Timmermann, Allan
23
Zhang, Yaojie
23
Clark, Todd E.
22
Kilian, Lutz
22
Härdle, Wolfgang
21
Siliverstovs, Boriss
21
Baumeister, Christiane
20
Narayan, Paresh Kumar
20
Franses, Philip Hans
19
Döpke, Jörg
18
Salisu, Afees A.
17
Balcilar, Mehmet
16
Fritsche, Ulrich
16
Kim, Hyeongwoo
16
Schorfheide, Frank
16
Wohar, Mark E.
16
Bollerslev, Tim
15
Guidolin, Massimo
15
Herwartz, Helmut
15
Koop, Gary
15
Nonejad, Nima
15
Ravazzolo, Francesco
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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Birkbeck College / Department of Economics
1
Rutgers University / Department of Economics
1
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Working papers / Rutgers University, Department of Economics
6
DAE working paper
5
Department of Economics working paper series
5
CESifo working papers
4
Finance research letters
4
Applied economics letters
3
International journal of forecasting
3
Kiel working paper
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
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2
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2
Discussion paper / Deutsche Bundesbank
2
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2
International review of financial analysis
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of forecasting
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics quarterly
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper in financial economics : FE
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
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
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics & business
1
Journal of financial markets
1
Journal of the American Statistical Association : JASA
1
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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
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
3
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:
4
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:
5
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:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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 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:
9
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:
10
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
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