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subject:"Capital income"
~person:"Pierdzioch, Christian"
~subject:"United States"
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Capital income
United States
Estimation
117
Schätzung
117
Volatility
51
Volatilität
51
Forecasting model
47
Prognoseverfahren
47
Börsenkurs
46
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Pierdzioch, Christian
Gupta, Rangan
145
Caporale, Guglielmo Maria
112
Gil-Alaña, Luis A.
93
Zaremba, Adam
70
Heckman, James J.
65
Bollerslev, Tim
54
Wohar, Mark E.
51
McAleer, Michael
49
McMillan, David G.
48
Pesaran, M. Hashem
48
Timmermann, Allan
47
Hamermesh, Daniel S.
42
Belke, Ansgar
39
Campbell, John Y.
39
Bohl, Martin T.
38
Engle, Robert F.
38
Balcilar, Mehmet
36
Koopman, Siem Jan
36
Bali, Turan G.
34
Stambaugh, Robert F.
34
Miller, Stephen M.
33
Bahmani-Oskooee, Mohsen
32
Diebold, Francis X.
32
Hautsch, Nikolaus
32
Basu, Susanto
30
Marcellino, Massimiliano
30
Chinn, Menzie David
29
Glaeser, Edward L.
29
Karanassou, Marika
29
Neumark, David
29
Todorov, Viktor
29
Ammann, Manuel
28
Malley, James R.
28
Stulz, René M.
28
Haltiwanger, John C.
27
Kilian, Lutz
27
Ludvigson, Sydney C.
27
Walker, Reed
27
Bloom, Nicholas
26
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Kiel working paper
9
Department of Economics working paper series
5
Kieler Arbeitspapiere
5
Finance research letters
4
The European journal of finance
3
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3
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1
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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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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
51
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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
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:
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
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:
8
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
Saved in:
9
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
10
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
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