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subject:"National income"
subject:"Time series analysis"
~person:"Marcellino, Massimiliano"
~person:"Pierdzioch, Christian"
~subject:"Impact assessment"
~subject:"Share price"
~subject:"Wirkungsanalyse"
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National income
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Wirkungsanalyse
Schätzung
214
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213
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100
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100
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74
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62
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Marcellino, Massimiliano
Pierdzioch, Christian
Caporale, Guglielmo Maria
216
Gil-Alaña, Luis A.
208
Gupta, Rangan
127
Pesaran, M. Hashem
75
Lechner, Michael
68
McAleer, Michael
53
Koopman, Siem Jan
51
Narayan, Paresh Kumar
50
Heckman, James J.
49
Tiwari, Aviral Kumar
48
Hautsch, Nikolaus
45
Bohl, Martin T.
44
Bollerslev, Tim
44
McMillan, David G.
44
Wohar, Mark E.
39
Hujer, Reinhard
37
Zaremba, Adam
36
Caliendo, Marco
35
Chang, Tsangyao
35
Härdle, Wolfgang
35
Lalive, Rafael
35
Belke, Ansgar
33
Diebold, Francis X.
32
Engle, Robert F.
32
Herwartz, Helmut
32
Kapetanios, George
32
Lettau, Martin
31
Cheung, Yin-Wong
30
Jordà, Òscar
30
Lütkepohl, Helmut
30
Miller, Stephen M.
30
Weber, Enzo
30
Franses, Philip Hans
29
Todorov, Viktor
29
Mumtaz, Haroon
28
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27
Gao, Jiti
27
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ECONIS (ZBW)
85
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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
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:
4
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:
5
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
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
The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
9
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:
10
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
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