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subject:"Prognoseverfahren"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Germany"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Aktienmarkt
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Welt
Zeitreihenanalyse
Estimation
116
Schätzung
116
Volatility
50
Volatilität
50
Forecasting model
46
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English
89
German
5
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Pierdzioch, Christian
Wagner, Joachim
260
Caporale, Guglielmo Maria
233
Gil-Alaña, Luis A.
203
Gupta, Rangan
156
Schnabel, Claus
127
Schneider, Friedrich
117
Fitzenberger, Bernd
114
Buch, Claudia M.
107
Pesaran, M. Hashem
106
Bauer, Thomas K.
98
Riphahn, Regina T.
94
Fritsch, Michael
87
Kaiser, Ulrich
85
Woessmann, Ludger
80
McAleer, Michael
79
Schmidt, Christoph M.
78
Bellmann, Lutz
76
Dreher, Axel
76
Zimmermann, Klaus F.
76
Herwartz, Helmut
72
Döpke, Jörg
69
Cheung, Yin-Wong
67
Schank, Thorsten
66
MacDonald, Ronald
64
Van Reenen, John
63
Caliendo, Marco
62
Czarnitzki, Dirk
62
Rose, Andrew
62
Härdle, Wolfgang
61
Voigt, Stefan
61
Merz, Joachim
60
Nunnenkamp, Peter
60
Belke, Ansgar
59
Marcellino, Massimiliano
59
Pfeiffer, Friedhelm
58
Steiner, Viktor
58
Addison, John T.
57
Winkelmann, Rainer
57
Koopman, Siem Jan
56
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Kiel working paper
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6
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5
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The North American journal of economics and finance : a journal of financial economics studies
4
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3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Research in international business and finance
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Structural change and economic dynamics : SC+ED
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Swiss journal of economics and statistics
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ECONIS (ZBW)
93
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93
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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
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
10
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
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