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subject:"United States"
type_genre:"Article in journal"
~person:"Hsing, Yu"
~person:"Pierdzioch, Christian"
~subject:"Prognoseverfahren"
~subject:"Share price"
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United States
Prognoseverfahren
Share price
Estimation
99
Schätzung
99
Forecasting model
29
Volatility
27
Volatilität
27
Börsenkurs
26
Exchange rate
25
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24
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19
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57
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Article in journal
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57
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30
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29
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29
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2
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57
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Hsing, Yu
Pierdzioch, Christian
Gupta, Rangan
113
Gil-Alaña, Luis A.
46
Wohar, Mark E.
46
Zaremba, Adam
45
Caporale, Guglielmo Maria
38
McMillan, David G.
35
Bahmani-Oskooee, Mohsen
34
Narayan, Paresh Kumar
33
Ma, Feng
30
Tiwari, Aviral Kumar
29
Balcilar, Mehmet
27
Wang, Yudong
24
McAleer, Michael
23
Salisu, Afees A.
22
Zhang, Yaojie
22
Bollerslev, Tim
21
Moosa, Imad A.
21
Apergēs, Nikolaos
19
Jawadi, Fredj
19
Bali, Turan G.
17
Chiang, Thomas C.
17
Lee, Chien-chiang
17
Todorov, Viktor
17
Bouri, Elie
16
Brooks, Robert
16
Demirer, Rıza
16
Marcellino, Massimiliano
16
Belke, Ansgar
15
Nonejad, Nima
15
Payne, James E.
15
Wei, Yu
15
Bohl, Martin T.
14
Cakici, Nusret
14
Heckman, James J.
14
Koopman, Siem Jan
14
Kumar, Dilip
14
Sarno, Lucio
14
Shi, Yanlin
14
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Applied economics letters
5
Finance research letters
4
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
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
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1
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1
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1
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1
International journal of economic policy in emerging economies
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International journal of trade and global markets
1
International review of economics & finance : IREF
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1
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1
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1
Journal of the Operational Research Society
1
Journal of transnational management : the official journal of the International Management Development Association
1
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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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Research in international business and finance
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Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
57
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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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