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subject:"Forecasting model"
subject:"Stock market"
~person:"Pierdzioch, Christian"
~subject:"Börsenkurs"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Forecasting model
Stock market
Börsenkurs
Volatility
Estimation
103
Schätzung
103
Prognoseverfahren
42
Share price
42
Volatilität
42
Deutschland
39
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39
Capital income
34
Kapitaleinkommen
34
Theorie
27
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27
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23
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19
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17
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17
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16
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16
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15
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9
Forecast
9
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8
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New open economy macroeconomics
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Gold
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7
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7
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Article
43
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Aufsatz in Zeitschrift
Graue Literatur
Article in journal
43
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40
Working Paper
40
Non-commercial literature
39
Aufsatz im Buch
1
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English
82
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Pierdzioch, Christian
Gupta, Rangan
138
Caporale, Guglielmo Maria
89
McAleer, Michael
85
Gil-Alaña, Luis A.
63
Marcellino, Massimiliano
60
Zaremba, Adam
52
Wohar, Mark E.
46
Härdle, Wolfgang
45
Hautsch, Nikolaus
44
McMillan, David G.
44
Belke, Ansgar
43
Bollerslev, Tim
42
Döpke, Jörg
42
Narayan, Paresh Kumar
40
Pesaran, M. Hashem
39
Herwartz, Helmut
38
Balcilar, Mehmet
37
Tiwari, Aviral Kumar
37
Todorov, Viktor
36
Bohl, Martin T.
35
Bouri, Elie
35
Ma, Feng
35
Bahmani-Oskooee, Mohsen
34
Allen, David E.
29
Koopman, Siem Jan
29
Huber, Florian
28
Kapetanios, George
28
Timmermann, Allan
28
Xuan Vinh Vo
28
Cheung, Yin-Wong
27
Mumtaz, Haroon
27
Asai, Manabu
26
Caporin, Massimiliano
26
Wang, Yudong
26
Chang, Chia-Lin
24
Clark, Todd E.
24
Lee, Chien-chiang
24
Salisu, Afees A.
24
Zhang, Yaojie
24
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Institut für Weltwirtschaft
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Kiel working paper
14
Kieler Arbeitspapiere
12
Department of Economics working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
Finance research letters
4
The European journal of finance
3
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
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2
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2
International review of financial analysis
2
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2
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2
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1
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1
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1
Applied financial economics letters
1
CESifo working papers
1
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1
European journal of political economy
1
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1
International economics and economic policy : IEEP
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
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1
Journal of financial markets
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
Structural change and economic dynamics : SC+ED
1
Swiss journal of economics and statistics
1
The empirical economics letters : a monthly international journal of economics
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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
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:
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
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:
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
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:
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