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subject:"Forecasting model"
subject:"Stock market"
~person:"Pierdzioch, Christian"
~subject:"Business cycle"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
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Kapitaleinkommen
Estimation
103
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103
Börsenkurs
42
Prognoseverfahren
42
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42
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42
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42
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Pierdzioch, Christian
Gupta, Rangan
133
Caporale, Guglielmo Maria
77
Gil-Alaña, Luis A.
68
Marcellino, Massimiliano
65
Zaremba, Adam
59
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43
Wohar, Mark E.
42
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40
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39
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32
Ma, Feng
32
Timmermann, Allan
32
Narayan, Paresh Kumar
31
Balcilar, Mehmet
30
Koopman, Siem Jan
30
Pesaran, M. Hashem
30
Härdle, Wolfgang
29
Kilian, Lutz
29
Bohl, Martin T.
28
Huber, Florian
28
Bouri, Elie
27
Diebold, Francis X.
26
Tiwari, Aviral Kumar
26
Jordà, Òscar
25
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25
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24
Kim, Hyeongwoo
24
Salisu, Afees A.
24
Wang, Yudong
24
Weber, Enzo
24
Clark, Todd E.
23
Taylor, Alan M.
23
Todorov, Viktor
23
Baumeister, Christiane
22
Franses, Philip Hans
22
Gambetti, Luca
22
Siliverstovs, Boriss
22
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22
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21
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ECONIS (ZBW)
72
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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
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