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source:"econis"
subject:"Kapitaleinkommen"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Prognoseverfahren
Estimation
78
Schätzung
78
Capital income
35
Börsenkurs
33
Share price
33
Volatility
31
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31
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30
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48
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Aufsatz in Zeitschrift
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48
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English
48
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Pierdzioch, Christian
Sehgal, Sanjay
Gupta, Rangan
87
Zaremba, Adam
59
McMillan, David G.
36
Ma, Feng
33
Wohar, Mark E.
28
Wang, Yudong
26
Zhang, Yaojie
25
Narayan, Paresh Kumar
24
Bollerslev, Tim
20
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Cakici, Nusret
18
Demirer, Rıza
18
Salisu, Afees A.
18
Todorov, Viktor
18
Kumar, Dilip
17
Bali, Turan G.
16
Bouri, Elie
16
Gil-Alaña, Luis A.
15
Nonejad, Nima
15
Chiang, Thomas C.
14
Long, Huaigang
14
Lee, Chien-chiang
13
Marcellino, Massimiliano
13
Wei, Yu
13
Caporale, Guglielmo Maria
12
Jareño, Francisco
12
Jawadi, Fredj
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McAleer, Michael
12
Moosa, Imad A.
12
Umutlu, Mehmet
12
Xuan Vinh Vo
12
Yin, Libo
12
Andersen, Torben
11
Apergēs, Nikolaos
11
Brooks, Robert
11
Swanson, Norman R.
11
Tauchen, George Eugene
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Finance research letters
5
Applied economics letters
3
IIMB management review
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of emerging markets
2
International review of financial analysis
2
Journal of forecasting
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Theoretical economics letters
2
Vision : the journal of business perspective
2
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1
Applied economics quarterly
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Applied financial economics
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1
European journal of political economy
1
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1
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1
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Investment management and financial innovations
1
Journal of economics & business
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Journal of economics and finance
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Journal of financial markets
1
Journal of the Operational Research Society
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Structural change and economic dynamics : SC+ED
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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 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:
3
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:
4
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:
5
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:
6
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:
7
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
8
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:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
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
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