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subject:"Impact assessment"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~person:"Clark, Todd E."
~person:"O'Hare, Colin"
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Impact assessment
Kapitaleinkommen
Prognoseverfahren
Estimation
113
Schätzung
113
Volatility
55
Volatilität
55
Capital income
53
Forecasting model
51
Börsenkurs
38
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38
Theorie
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Risk premium
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Kapitalmarktrendite
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Bali, Turan G.
Bollerslev, Tim
Clark, Todd E.
O'Hare, Colin
Pierdzioch, Christian
Gupta, Rangan
96
Zaremba, Adam
58
McMillan, David G.
36
Wohar, Mark E.
32
Ma, Feng
31
Narayan, Paresh Kumar
26
Wang, Yudong
24
Balcilar, Mehmet
23
Tiwari, Aviral Kumar
22
Zhang, Yaojie
21
Salisu, Afees A.
19
Cakici, Nusret
18
Demirer, Rıza
18
Todorov, Viktor
18
Apergēs, Nikolaos
17
Kumar, Dilip
17
Bouri, Elie
15
Chiang, Thomas C.
15
Gil-Alaña, Luis A.
15
Lee, Chien-chiang
15
Nonejad, Nima
15
Sehgal, Sanjay
15
Long, Huaigang
14
Marcellino, Massimiliano
14
Wei, Yu
14
Caporale, Guglielmo Maria
13
Moosa, Imad A.
13
Andersen, Torben
12
McAleer, Michael
12
Umutlu, Mehmet
12
Xuan Vinh Vo
12
Yin, Libo
12
Zhu, Huiming
12
Brooks, Robert
11
Jareño, Francisco
11
Jawadi, Fredj
11
Shi, Yanlin
11
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Journal of financial economics
8
Journal of econometrics
6
Finance research letters
5
Journal of applied econometrics
5
Journal of forecasting
5
Applied economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial and quantitative analysis : JFQA
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of financial analysis
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics quarterly
1
Applied financial economics
1
China finance review international
1
Economics letters
1
European journal of political economy
1
Financial management
1
Insurance / Mathematics & economics
1
International economic review
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
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of the Operational Research Society
1
Structural change and economic dynamics : SC+ED
1
Swiss journal of economics and statistics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of business : B
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ECONIS (ZBW)
79
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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
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
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:
5
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
6
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:
7
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:
8
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:
9
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
10
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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