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subject:"Impact assessment"
~person:"Bali, Turan G."
~person:"Clark, Todd E."
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Impact assessment
Kapitaleinkommen
Prognoseverfahren
Estimation
83
Schätzung
83
Forecasting model
40
Capital income
36
Volatility
34
Volatilität
34
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29
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29
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22
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17
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7
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7
forecasting
7
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6
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6
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5
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55
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Aufsatz in Zeitschrift
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55
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45
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45
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45
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45
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1
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English
55
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Bali, Turan G.
Clark, Todd E.
Pierdzioch, Christian
Gupta, Rangan
98
Zaremba, Adam
59
McMillan, David G.
36
Ma, Feng
33
Wohar, Mark E.
32
Wang, Yudong
27
Narayan, Paresh Kumar
26
Zhang, Yaojie
25
Balcilar, Mehmet
23
Bollerslev, Tim
22
Tiwari, Aviral Kumar
22
Salisu, Afees A.
20
Cakici, Nusret
18
Demirer, Rıza
18
Todorov, Viktor
18
Apergēs, Nikolaos
17
Kumar, Dilip
17
Bouri, Elie
16
Chiang, Thomas C.
15
Gil-Alaña, Luis A.
15
Lee, Chien-chiang
15
Nonejad, Nima
15
Sehgal, Sanjay
15
Caporale, Guglielmo Maria
14
Long, Huaigang
14
Marcellino, Massimiliano
14
Wei, Yu
14
Moosa, Imad A.
13
Andersen, Torben
12
Jareño, Francisco
12
Jawadi, Fredj
12
McAleer, Michael
12
Umutlu, Mehmet
12
Xuan Vinh Vo
12
Yin, Libo
12
Zhu, Huiming
12
Brooks, Robert
11
Shi, Yanlin
11
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Finance research letters
5
Journal of applied econometrics
4
Applied economics letters
3
Journal of financial economics
3
Journal of forecasting
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
Journal of financial and quantitative analysis : JFQA
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
China finance review international
1
Economics letters
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
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economics & business
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
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1
Journal of the Operational Research Society
1
Structural change and economic dynamics : SC+ED
1
Swiss journal of economics and statistics
1
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1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
55
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
9
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
10
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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