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subject:"Share price"
subject:"World"
~isPartOf:"Behavioral Finance and Asset Prices : The Influence of Investor's Emotions"
~isPartOf:"International review of financial analysis"
~person:"Herwartz, Helmut"
~person:"Pierdzioch, Christian"
~subject:"ARCH model"
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Share price
World
ARCH model
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
1994-2005
1
ARCH-Modell
1
Agrarpreis
1
Agricultural commodities
1
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1
Aktienmarkt
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Asymmetric loss
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Climate change
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Connectedness
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Deutschland
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Forecasting
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Prediction
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Short-term economic statistics
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Stock market
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Stock markets
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Tail risks
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Theorie
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Herwartz, Helmut
Pierdzioch, Christian
Ma, Feng
5
Bouri, Elie
4
Xuan Vinh Vo
4
Degiannakis, Stavros
3
Liu, Jia
3
Aharon, David Y.
2
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2
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2
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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
Abrar, Afsheen
1
Adegbite, Emmanuel
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
International review of financial analysis
Kiel working paper
9
Department of Economics working paper series
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Economics working paper
6
Kieler Arbeitspapiere
6
Discussion papers of interdisciplinary research project 373
5
Finance research letters
4
Discussion paper / Deutsche Bundesbank
3
Journal of forecasting
3
The European journal of finance
3
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Applied quantitative finance
2
Bundesbank Series 1 Discussion Paper
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2
Finmap working paper
2
International economics and economic policy : IEEP
2
Journal of international money and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied financial economics letters
1
Applied quantitative finance : theory and computational tools
1
Bundesbank Series 2 Discussion Paper
1
Cege discussion paper
1
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
1
DIW Berlin Discussion Paper
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of political economy
1
German economic review
1
International journal of forecasting
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 applied economics
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of empirical finance
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
Saved in:
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