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subject:"United States"
type_genre:"Article in journal"
~person:"Hsing, Yu"
~person:"Pierdzioch, Christian"
~subject:"Prognoseverfahren"
~subject:"USA"
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United States
Prognoseverfahren
USA
Estimation
100
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100
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30
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28
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28
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27
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Hsing, Yu
Pierdzioch, Christian
Gupta, Rangan
97
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Ma, Feng
31
Wohar, Mark E.
30
Caporale, Guglielmo Maria
26
Zaremba, Adam
26
McMillan, David G.
25
Wang, Yudong
24
Zhang, Yaojie
23
Balcilar, Mehmet
20
Narayan, Paresh Kumar
20
Moosa, Imad A.
19
Bollerslev, Tim
18
Salisu, Afees A.
18
Marcellino, Massimiliano
16
Apergēs, Nikolaos
15
McAleer, Michael
15
Nonejad, Nima
15
Bali, Turan G.
14
Heckman, James J.
14
Payne, James E.
14
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13
Sarno, Lucio
13
Swanson, Norman R.
13
Wei, Yu
13
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12
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12
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11
Bouri, Elie
11
Cheung, Yin-Wong
11
Franses, Philip Hans
11
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11
Kilian, Lutz
11
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11
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Applied economics letters
4
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4
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
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2
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2
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ECONIS (ZBW)
44
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44
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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 bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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
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:
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
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:
7
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
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
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
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