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subject:"Share price"
subject:"Stock index"
~person:"Pierdzioch, Christian"
~subject:"Business cycle"
~subject:"Impact assessment"
~subject:"OECD countries"
~subject:"Prognoseverfahren"
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Share price
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50
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Pierdzioch, Christian
Gupta, Rangan
141
Caporale, Guglielmo Maria
121
Belke, Ansgar
93
Gil-Alaña, Luis A.
78
McAleer, Michael
74
Pesaran, M. Hashem
71
Marcellino, Massimiliano
70
Lechner, Michael
69
Döpke, Jörg
60
Diebold, Francis X.
55
Narayan, Paresh Kumar
55
Zaremba, Adam
53
McMillan, David G.
51
Schneider, Friedrich
50
Heckman, James J.
49
Herwartz, Helmut
49
Bollerslev, Tim
48
Jordà, Òscar
48
Kilian, Lutz
46
Taylor, Alan M.
46
Wohar, Mark E.
46
Cheung, Yin-Wong
45
Hautsch, Nikolaus
45
Bohl, Martin T.
43
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42
Koopman, Siem Jan
42
Timmermann, Allan
42
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41
Engle, Robert F.
40
Ours, Jan C. van
40
Kapetanios, George
39
Mumtaz, Haroon
39
Nunnenkamp, Peter
38
Gambetti, Luca
37
Balcilar, Mehmet
36
Hujer, Reinhard
36
Härdle, Wolfgang
36
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36
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ECONIS (ZBW)
89
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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
Saved in:
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