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subject:"Prognoseverfahren"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Zustandsraummodell"
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Prognoseverfahren
Aktienmarkt
Zustandsraummodell
Estimation
118
Schätzung
118
Volatility
51
Volatilität
51
Forecasting model
47
Börsenkurs
46
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46
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44
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Pierdzioch, Christian
Gupta, Rangan
119
Caporale, Guglielmo Maria
58
Marcellino, Massimiliano
53
Zaremba, Adam
46
McMillan, David G.
45
McAleer, Michael
39
Tiwari, Aviral Kumar
39
Koopman, Siem Jan
38
Ma, Feng
35
Wohar, Mark E.
34
Pesaran, M. Hashem
33
Gil-Alaña, Luis A.
32
Timmermann, Allan
32
Diebold, Francis X.
31
Narayan, Paresh Kumar
31
Balcilar, Mehmet
30
Clark, Todd E.
29
Schorfheide, Frank
28
Wang, Yudong
28
Swanson, Norman R.
27
Döpke, Jörg
26
Härdle, Wolfgang
26
Zhang, Yaojie
26
Herwartz, Helmut
25
Siliverstovs, Boriss
25
Kilian, Lutz
24
Bouri, Elie
23
Chan, Joshua
23
Franses, Philip Hans
23
Ghysels, Eric
23
Huber, Florian
23
Baumeister, Christiane
22
Bollerslev, Tim
22
Koop, Gary
22
Ravazzolo, Francesco
22
Caporin, Massimiliano
21
Salisu, Afees A.
21
Guidolin, Massimo
20
Kapetanios, George
20
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Department of Economics working paper series
6
Kiel working paper
6
Applied economics letters
4
Finance research letters
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Kieler Arbeitspapiere
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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International review of economics & finance : IREF
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Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
58
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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
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
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:
9
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:
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
Saved in:
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