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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Pierdzioch, Christian"
~person:"Rossi, Barbara"
~source:"econis"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Estimation
161
Schätzung
161
Forecasting model
74
Theorie
55
Theory
55
USA
46
United States
46
Volatility
46
Volatilität
46
Börsenkurs
44
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44
Deutschland
40
Germany
40
Capital income
37
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37
Time series analysis
25
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25
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24
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24
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24
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24
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23
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21
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19
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18
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18
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17
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15
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13
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11
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3
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English
74
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Swanson, Norman R.
Pierdzioch, Christian
Rossi, Barbara
Gupta, Rangan
84
Marcellino, Massimiliano
51
McAleer, Michael
34
Ma, Feng
31
McMillan, David G.
26
Zaremba, Adam
26
Pesaran, M. Hashem
24
Huber, Florian
23
Timmermann, Allan
23
Clark, Todd E.
22
Kilian, Lutz
22
Wang, Yudong
22
Härdle, Wolfgang
21
Siliverstovs, Boriss
21
Zhang, Yaojie
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
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
Cholodilin, Konstantin Arkadʹevič
13
Diebold, Francis X.
13
Ghysels, Eric
13
Guérin, Pierre
13
Wei, Yu
13
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Working papers / Rutgers University, Department of Economics
6
Department of Economics working paper series
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Finance research letters
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
4
Applied economics letters
3
Barcelona GSE working paper series : working paper
3
International journal of forecasting
3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
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2
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2
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International review of financial analysis
2
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2
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2
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2
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2
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1
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1
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Economic inquiry : journal of the Western Economic Association International
1
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1
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1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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1
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Journal of the Operational Research Society
1
Kieler Arbeitspapiere
1
Macroeconomic dynamics
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1
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
1
Working papers / Federal Reserve Bank of Philadelphia, Research Department
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
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
Has the information channel of monetary policy disappeared? : revisiting the empirical evidence
Hoesch, Lukas
;
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2020
-
This draft: February 27, 2020
Persistent link: https://www.econbiz.de/10012182219
Saved in:
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