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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Volatility
Estimation
132
Schätzung
132
Forecasting model
61
Volatilität
47
Börsenkurs
45
Share price
45
Theorie
42
Theory
42
Deutschland
40
Germany
40
Capital income
39
Kapitaleinkommen
39
USA
31
United States
31
Aktienmarkt
24
Time series analysis
23
Zeitreihenanalyse
23
Stock market
22
Business cycle
21
Konjunktur
21
Welt
20
World
20
Exchange rate
16
Wechselkurs
16
Forecasting
11
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9
Forecast
9
Inflation
9
Prognose
9
Schock
9
Shock
9
Wechselkurspolitik
9
Economic indicator
8
Estimation theory
8
Gold
8
Impact assessment
8
International financial market
8
Internationaler Finanzmarkt
8
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28
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Article
49
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37
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Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
49
Working Paper
37
Graue Literatur
36
Non-commercial literature
36
Aufsatz im Buch
2
Book section
2
Conference paper
1
Hochschulschrift
1
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1
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1
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Language
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English
86
Author
All
Swanson, Norman R.
Pierdzioch, Christian
Gupta, Rangan
121
McAleer, Michael
78
Marcellino, Massimiliano
57
Caporale, Guglielmo Maria
46
Härdle, Wolfgang
42
Bollerslev, Tim
36
McMillan, David G.
36
Döpke, Jörg
35
Ma, Feng
35
Bahmani-Oskooee, Mohsen
33
Pesaran, M. Hashem
33
Belke, Ansgar
32
Bouri, Elie
32
Hautsch, Nikolaus
32
Herwartz, Helmut
32
Todorov, Viktor
32
Wohar, Mark E.
32
Balcilar, Mehmet
30
Koopman, Siem Jan
30
Zaremba, Adam
29
Huber, Florian
28
Narayan, Paresh Kumar
27
Asai, Manabu
26
Gil-Alaña, Luis A.
26
Wang, Yudong
26
Caporin, Massimiliano
25
Timmermann, Allan
25
Zhang, Yaojie
25
Chang, Chia-Lin
24
Clark, Todd E.
24
Xuan Vinh Vo
24
Andersen, Torben
23
Franses, Philip Hans
22
Kilian, Lutz
22
Mumtaz, Haroon
22
Rodriguez, Gabriel
22
Diebold, Francis X.
21
Kumar, Dilip
21
Salisu, Afees A.
21
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Institut für Weltwirtschaft
2
Rutgers University / Department of Economics
1
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Kieler Arbeitspapiere
9
Kiel working paper
8
Working papers / Rutgers University, Department of Economics
7
Department of Economics working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
4
Applied economics letters
3
The European journal of finance
3
Applied financial economics
2
Discussion paper / Deutsche Bundesbank
2
Finmap working paper
2
International journal of forecasting
2
International review of financial analysis
2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
Applied economics quarterly
1
CESifo working papers
1
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
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
German economic review
1
International economics and economic policy : IEEP
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 econometrics
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Quantitative finance and economics
1
Research in international business and finance
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
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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