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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Department of Economics working paper series"
~person:"Berg, Gerard J. van den"
~person:"Pierdzioch, Christian"
~person:"Schnabel, Claus"
~source:"econis"
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Estimation
Zeitreihenanalyse
Schätzung
6
Volatility
6
Volatilität
6
Börsenkurs
5
Capital income
5
Forecasting model
5
Kapitaleinkommen
5
Prognoseverfahren
5
Share price
5
Climate change
3
Forecast
3
Forecasting
3
Klimawandel
3
Prognose
3
Welt
3
World
3
Aktienmarkt
2
Climate-related predictors
2
Oil price
2
Realized Volatility
2
Realized stock-market volatility
2
Risiko
2
Risk
2
State-level data
2
Stock market
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
Bubbles
1
Climate risks
1
Commodities
1
Expected Skewness
1
Finance
1
Higher-order nonparametric causality-in-quantiles test
1
International Stock Markets
1
Multi-Scale Positive and Negative Bubbles
1
Nonparametric Causality-in-Quantiles Test
1
Oil Returns
1
Quantile Regression
1
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4
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2
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Book / Working Paper
6
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Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
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English
6
Author
All
Berg, Gerard J. van den
Pierdzioch, Christian
Schnabel, Claus
Gupta, Rangan
37
Bouri, Elie
6
Sheng, Xin
6
Cepni, Oguzhan
5
Van Eyden, Reneé
5
Zhou, Qiankun
5
Ҫepni, Oğuzhan
5
Nielsen, Joshua
4
Çepni, Oğuzhan
4
Bonato, Matteo
3
Ji, Qiang
3
Liao, Wenting
3
Nel, Jacobus
3
Plakandaras, Vasilios
3
Salisu, Afees A.
3
Unel, Bulent
3
Aye, Goodness C.
2
Balcilar, Mehmet
2
Brasington, David M.
2
Christou, Christina
2
Gabauer, David
2
Haurin, Donald R.
2
Karmakar, Sayar
2
Ma, Eunseong
2
Marfatia, Hardik A.
2
Van Der Westhuizen, Chevaughn
2
Wohar, Mark E.
2
Zhang, Yonghui
2
Apergēs, Nikolaos
1
Arin, Kerim Peren
1
Biyase, Mduduzi
1
Brent, Daniel A.
1
Chakraborty, Shankha
1
Chisadza, Carolyn
1
Cuñado Eizaguirre, Juncal
1
Das, Sonali
1
Eren, Ozkan
1
Fackler, James Sherman
1
Foglia, Matteo
1
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Department of Economics working paper series
Discussion paper series / IZA
46
Diskussionspapiere / Friedrich-Alexander-Universität, Lehrstuhl für Arbeitsmarkt- und Regionalpolitik
26
Kiel working paper
20
Kieler Arbeitspapiere
18
Arbeitsbericht / Universität Lüneburg, Fachbereich Wirtschafts- und Sozialwissenschaften
11
Working papers / Institute for Evaluation of Labour Market and Education Policy
11
Discussion paper / Tinbergen Institute
10
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für VWL, insbes. Arbeitsmarkt- und Regionalpolitik
10
IZA Discussion Paper
9
Applied economics letters
7
Discussion paper / Centre for Economic Policy Research
7
Working paper / IFAU - Institute for Labour Market Policy Evaluation
7
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
6
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
6
IWQW discussion paper series
6
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
University of Lüneburg Working paper series in economics
4
Economics letters
3
International economic review
3
Jahrbücher für Nationalökonomie und Statistik
3
The European journal of finance
3
Working paper series
3
CESifo working papers
2
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
Finmap working paper
2
IFS working paper
2
IZA world of labor : evidence-based policy making
2
Industrial relations : a journal of economy & society
2
International economics and economic policy : IEEP
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of forecasting
2
Labour economics : official journal of the European Association of Labour Economists
2
Memorandum from (the) Institute of Economic Research, Faculty of Economics, University of Groningen
2
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ECONIS (ZBW)
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1
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:
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
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:
6
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:
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