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subject:"Share price"
~person:"Chinn, Menzie David"
~person:"Pierdzioch, Christian"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Estimation
Schätzung
72
Forecasting model
31
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31
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22
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22
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22
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Chinn, Menzie David
Pierdzioch, Christian
Gupta, Rangan
174
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
127
Chang, Tsangyao
99
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
82
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80
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77
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74
Belke, Ansgar
65
Lee, Chien-chiang
63
Zaremba, Adam
63
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Wagner, Joachim
54
Su, Chi-Wei
53
Balcilar, Mehmet
49
Egger, Peter
48
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
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46
Xuan Vinh Vo
45
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44
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42
Hammoudeh, Shawkat
41
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41
McAleer, Michael
40
Tsionas, Efthymios G.
39
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Schneider, Friedrich
37
Ma, Feng
36
MacDonald, Ronald
36
Brooks, Robert
35
Salisu, Afees A.
35
Bouri, Elie
34
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Journal of international money and finance
6
Applied economics letters
5
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
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International finance
3
Open economies review
3
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ECONIS (ZBW)
72
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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
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:
3
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:
4
Forecasting real activity using cross-sectoral stock market information
Chatelais, Nicolas
;
Stalla-Bourdillon, Arthur
;
Chinn, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014248856
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
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