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subject:"Estimation"
subject:"Schätzung"
~person:"Pierdzioch, Christian"
~subject:"Germany"
~subject:"Panel study"
~subject:"Regression analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Estimation
Schätzung
Germany
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Regression analysis
Forecasting model
29
Prognoseverfahren
29
Volatility
23
Volatilität
23
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20
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20
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52
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Pierdzioch, Christian
Gupta, Rangan
174
Bahmani-Oskooee, Mohsen
160
Gil-Alaña, Luis A.
129
Chang, Tsangyao
97
Caporale, Guglielmo Maria
94
Tiwari, Aviral Kumar
81
Wohar, Mark E.
81
Apergēs, Nikolaos
77
Belke, Ansgar
77
Narayan, Paresh Kumar
75
Wagner, Joachim
66
Lee, Chien-chiang
63
Zaremba, Adam
62
Kumbhakar, Subal
57
Shahbaz, Muhammad
57
Egger, Peter
53
Su, Chi-Wei
53
Balcilar, Mehmet
49
Herwartz, Helmut
49
Serletis, Apostolos
49
Moosa, Imad A.
48
Hsing, Yu
47
McMillan, David G.
45
Schneider, Friedrich
45
Xuan Vinh Vo
44
Holmes, Mark J.
42
Hammoudeh, Shawkat
41
MacDonald, Ronald
41
McAleer, Michael
41
Tsionas, Efthymios G.
41
Payne, James E.
40
Bellmann, Lutz
39
Smyth, Russell
39
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Brooks, Robert
36
Hamori, Shigeyuki
36
Pradhan, Rudra Prakash
36
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35
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Applied economics letters
5
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
The European journal of finance
3
International economics and economic policy : IEEP
2
International review of financial analysis
2
Journal of forecasting
2
Swiss journal of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
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1
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1
Applied economics quarterly
1
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics letters
1
European journal of political economy
1
German economic review
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
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economics & business
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
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
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
Research in international business and finance
1
Review of economics
1
Structural change and economic dynamics : SC+ED
1
The empirical economics letters : a monthly international journal of economics
1
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ECONIS (ZBW)
54
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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
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:
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
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:
5
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
6
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:
7
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
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
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
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