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subject:"United States"
type_genre:"Article in journal"
~person:"Hsing, Yu"
~person:"Pierdzioch, Christian"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Volatilität"
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United States
Prognoseverfahren
Share price
Volatilität
Estimation
99
Schätzung
99
Forecasting model
29
Volatility
27
Börsenkurs
26
Exchange rate
25
Wechselkurs
24
Capital income
19
Kapitaleinkommen
19
Theorie
19
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19
USA
19
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17
Germany
17
Welt
13
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13
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12
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12
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12
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12
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11
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9
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9
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8
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7
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7
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7
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6
J-curve
6
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6
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6
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27
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2
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Article
64
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Article in journal
Aufsatz in Zeitschrift
64
Arbeitspapier
39
Working Paper
39
Graue Literatur
38
Non-commercial literature
38
Aufsatz im Buch
2
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English
64
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Hsing, Yu
Pierdzioch, Christian
Gupta, Rangan
127
Bahmani-Oskooee, Mohsen
53
Gil-Alaña, Luis A.
53
Wohar, Mark E.
52
Zaremba, Adam
49
Caporale, Guglielmo Maria
44
McMillan, David G.
40
Tiwari, Aviral Kumar
39
Narayan, Paresh Kumar
37
Ma, Feng
35
Balcilar, Mehmet
33
Bouri, Elie
29
McAleer, Michael
29
Bollerslev, Tim
28
Xuan Vinh Vo
27
Apergēs, Nikolaos
26
Todorov, Viktor
26
Wang, Yudong
26
Lee, Chien-chiang
24
Salisu, Afees A.
24
Zhang, Yaojie
24
Kumar, Dilip
22
Moosa, Imad A.
22
Belke, Ansgar
21
Brooks, Robert
21
Jawadi, Fredj
20
Mensi, Walid
19
Bali, Turan G.
18
Chiang, Thomas C.
18
Kang, Sang Hoon
18
Payne, James E.
18
Serletis, Apostolos
18
Yoon, Seong-min
18
Hammoudeh, Shawkat
17
Koopman, Siem Jan
17
Marcellino, Massimiliano
17
Cakici, Nusret
16
Demirer, Rıza
16
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Applied economics letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
4
The European journal of finance
3
International journal of transport economics : IJTE
2
International review of financial analysis
2
Journal of forecasting
2
The empirical economics letters : a monthly international journal of economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
Applied economics
1
Applied economics quarterly
1
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1
Applied financial economics letters
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Cogent economics & finance
1
Economia internazionale
1
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1
European journal of political economy
1
German economic review
1
Global economic review
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1
International journal of economic policy in emerging economies
1
International journal of monetary economics and finance
1
International journal of trade and global markets
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
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1
Journal of economics & business
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of social and economic policy
1
Journal of the Operational Research Society
1
Journal of transnational management : the official journal of the International Management Development Association
1
Journal of urban economics
1
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
Prague economic papers : a bimonthly journal of economic theory and policy
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ECONIS (ZBW)
64
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
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