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subject:"Share price"
subject:"Stock index"
~accessRights:"restricted"
~person:"Ludvigson, Sydney C."
~person:"Lux, Thomas"
~person:"Pierdzioch, Christian"
~subject:"Deutschland"
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Search: subject_exact:"Estimation"
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Share price
Stock index
Deutschland
Estimation
46
Schätzung
45
Forecasting model
27
Prognoseverfahren
27
Volatility
25
Volatilität
25
Börsenkurs
20
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18
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18
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13
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13
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11
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11
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9
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6
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5
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5
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5
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forecasting
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4
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16
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10
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Language
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English
24
German
2
Author
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Ludvigson, Sydney C.
Lux, Thomas
Pierdzioch, Christian
Gupta, Rangan
50
Zaremba, Adam
25
Wagner, Joachim
22
Tiwari, Aviral Kumar
18
Gil-Alaña, Luis A.
17
Balcilar, Mehmet
16
Narayan, Paresh Kumar
16
Ma, Feng
15
Salisu, Afees A.
15
Wohar, Mark E.
15
McMillan, David G.
13
Zhang, Yaojie
13
Jawadi, Fredj
12
Sehgal, Sanjay
11
Todorov, Viktor
10
Bachmann, Ruediger
9
Bouri, Elie
9
Chiang, Thomas C.
9
Demirer, Rıza
9
Lechner, Michael
9
Lettau, Martin
9
Wang, Yudong
9
Cakici, Nusret
8
Dai, Zhifeng
8
Kelly, Bryan T.
8
Li, Bin
8
Li, Jia
8
Long, Huaigang
8
Massa, Massimo
8
Schnabel, Claus
8
Xuan Vinh Vo
8
Yang, Chunpeng
8
Zhu, Huiming
8
Bahmani-Oskooee, Mohsen
7
Bekiros, Stelios
7
Bollerslev, Tim
7
Chiah, Mardy
7
Lee, Chien-chiang
7
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Discussion paper / Centre for Economic Policy Research
5
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2
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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
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
26
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1
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
2
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:
3
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:
4
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:
5
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
6
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:
7
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
8
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
9
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
10
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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