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subject:"Forecasting model"
subject:"Stock market"
~person:"Pierdzioch, Christian"
~subject:"Börsenkurs"
~subject:"Germany"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Forecasting model
Stock market
Börsenkurs
Germany
Estimation
105
Schätzung
105
Prognoseverfahren
43
Share price
43
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43
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Pierdzioch, Christian
Wagner, Joachim
189
Gupta, Rangan
124
Schnabel, Claus
98
Caporale, Guglielmo Maria
76
Fitzenberger, Bernd
75
Riphahn, Regina T.
75
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67
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63
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63
Kaiser, Ulrich
60
McAleer, Michael
59
Marcellino, Massimiliano
56
Härdle, Wolfgang
53
Döpke, Jörg
52
Schmidt, Christoph M.
52
Zimmermann, Klaus F.
52
Bohl, Martin T.
51
Schank, Thorsten
51
Belke, Ansgar
49
Zaremba, Adam
49
Hautsch, Nikolaus
47
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45
Buch, Claudia M.
44
Czarnitzki, Dirk
43
Caliendo, Marco
41
Frondel, Manuel
41
Puhani, Patrick A.
41
Addison, John T.
40
Wohar, Mark E.
40
Herwartz, Helmut
39
Pfeiffer, Friedhelm
39
Biewen, Martin
38
Constant, Amelie
38
McMillan, David G.
38
Narayan, Paresh Kumar
38
Kraft, Kornelius
37
Pesaran, M. Hashem
37
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37
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ECONIS (ZBW)
82
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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
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:
8
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:
9
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:
10
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
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