//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
subject:"Stock index"
~person:"Ludvigson, Sydney C."
~person:"Pierdzioch, Christian"
~subject:"United States"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock index
United States
Estimation
59
Schätzung
59
Forecasting model
29
Prognoseverfahren
29
Volatility
23
Volatilität
23
Börsenkurs
20
Capital income
20
Kapitaleinkommen
20
Deutschland
15
Germany
15
Theorie
13
Theory
13
Aktienmarkt
12
Stock market
12
Welt
12
World
12
USA
11
Exchange rate
10
Wechselkurs
10
Business cycle
7
Gold
7
Konjunktur
7
Risiko
6
Risk
6
Forecast
5
Forecasting
5
Prognose
5
Schock
5
Shock
5
forecasting
5
Inflation
4
Realized volatility
4
Regression analysis
4
Regressionsanalyse
4
Risikomaß
4
Risk measure
4
Time series analysis
4
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
Book / Working Paper
63
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
1
Book section
1
Language
All
English
28
Author
All
Ludvigson, Sydney C.
Pierdzioch, Christian
Gupta, Rangan
91
Gil-Alaña, Luis A.
47
Wohar, Mark E.
47
Caporale, Guglielmo Maria
38
Bahmani-Oskooee, Mohsen
35
McMillan, David G.
32
Tiwari, Aviral Kumar
30
Zaremba, Adam
30
Narayan, Paresh Kumar
28
Balcilar, Mehmet
22
Bollerslev, Tim
21
Belke, Ansgar
19
Hsing, Yu
19
Apergēs, Nikolaos
18
Jawadi, Fredj
18
Salisu, Afees A.
18
Brooks, Robert
17
Chiang, Thomas C.
17
Bohl, Martin T.
16
McAleer, Michael
16
Todorov, Viktor
16
Ma, Feng
15
Bali, Turan G.
14
Bouri, Elie
14
Heckman, James J.
14
Lee, Chien-chiang
14
Payne, James E.
14
Serletis, Apostolos
14
Tauchen, George Eugene
14
Cakici, Nusret
13
Demirer, Rıza
13
Engle, Robert F.
13
Andersen, Torben
12
Cebula, Richard J.
12
Cheung, Yin-Wong
12
Hamori, Shigeyuki
12
Neumark, David
12
Sarno, Lucio
12
Sehgal, Sanjay
12
more ...
less ...
Published in...
All
The European journal of finance
3
Finance research letters
2
International review of financial analysis
2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Applied economics letters
1
Applied financial economics letters
1
European journal of political economy
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
Journal of economics & business
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
Research in international business and finance
1
Structural change and economic dynamics : SC+ED
1
Swiss journal of economics and statistics
1
The empirical economics letters : a monthly international journal of economics
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 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
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:
4
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
5
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 967-1017
Persistent link: https://www.econbiz.de/10013190467
Saved in:
6
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:
7
Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality
Balcilar, Mehmet
;
Berisha, Edmond
;
Gupta, Rangan
; …
- In:
Structural change and economic dynamics : SC+ED
57
(
2021
),
pp. 87-92
Persistent link: https://www.econbiz.de/10012648494
Saved in:
8
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:
9
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
Saved in:
10
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->