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subject:"Prognoseverfahren"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Aktienmarkt
Welt
Zeitreihenanalyse
Estimation
118
Schätzung
118
Volatility
51
Volatilität
51
Forecasting model
47
Börsenkurs
46
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46
Deutschland
44
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44
Capital income
38
Kapitaleinkommen
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Prognose
9
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English
67
German
2
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Pierdzioch, Christian
Caporale, Guglielmo Maria
224
Gil-Alaña, Luis A.
199
Gupta, Rangan
159
Schneider, Friedrich
109
Pesaran, M. Hashem
99
McAleer, Michael
79
Dreher, Axel
76
Woessmann, Ludger
71
Rose, Andrew
62
Voigt, Stefan
61
Marcellino, Massimiliano
59
Buch, Claudia M.
56
Koopman, Siem Jan
56
MacDonald, Ronald
55
Zaremba, Adam
53
Herwartz, Helmut
50
McMillan, David G.
50
Nunnenkamp, Peter
49
Narayan, Paresh Kumar
48
Cheung, Yin-Wong
47
Van Reenen, John
47
Tiwari, Aviral Kumar
46
Levine, Ross
45
Härdle, Wolfgang
44
Wohar, Mark E.
44
Chang, Chia-Lin
43
Kapetanios, George
41
Acemoglu, Daron
40
Balcilar, Mehmet
40
Franses, Philip Hans
39
Diebold, Francis X.
38
Kilian, Lutz
38
Barro, Robert J.
36
Ma, Feng
36
Bouri, Elie
35
Bahmani-Oskooee, Mohsen
33
Bloom, Nicholas
33
Gao, Jiti
33
Ghysels, Eric
33
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Kiel working paper
8
Department of Economics working paper series
7
Kieler Arbeitspapiere
5
Applied economics letters
4
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
The European journal of finance
3
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
Discussion paper / Deutsche Bundesbank
2
Finmap working paper
2
International economics and economic policy : IEEP
2
International review of financial analysis
2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
Applied economics quarterly
1
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1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 1 Discussion Paper
1
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1
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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
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1
Journal of financial markets
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Journal of the Operational Research Society
1
Research in international business and finance
1
Structural change and economic dynamics : SC+ED
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
68
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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
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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
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
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