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subject:"United States"
type_genre:"Article in journal"
~person:"Pierdzioch, Christian"
~person:"Wohar, Mark E."
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
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United States
Prognoseverfahren
Regressionsanalyse
Estimation
128
Schätzung
128
Börsenkurs
45
Share price
45
Capital income
43
Kapitaleinkommen
43
Forecasting model
41
Volatility
40
Volatilität
40
Aktienmarkt
27
Stock market
27
USA
26
Theorie
24
Theory
24
Welt
21
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21
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17
Germany
17
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15
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15
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14
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14
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13
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11
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11
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11
Risiko
10
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9
Geldpolitik
8
Großbritannien
8
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61
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Article in journal
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61
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26
Graue Literatur
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Non-commercial literature
26
Working Paper
26
Aufsatz im Buch
3
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English
61
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Pierdzioch, Christian
Wohar, Mark E.
Gupta, Rangan
104
Bahmani-Oskooee, Mohsen
32
Gil-Alaña, Luis A.
31
Ma, Feng
31
Caporale, Guglielmo Maria
26
McMillan, David G.
26
Zaremba, Adam
26
Wang, Yudong
24
Zhang, Yaojie
23
Narayan, Paresh Kumar
21
Balcilar, Mehmet
20
Bollerslev, Tim
19
Moosa, Imad A.
19
McAleer, Michael
18
Salisu, Afees A.
18
Apergēs, Nikolaos
17
Jawadi, Fredj
16
Marcellino, Massimiliano
16
Chang, Tsangyao
15
Nonejad, Nima
15
Tiwari, Aviral Kumar
15
Bali, Turan G.
14
Heckman, James J.
14
Hsing, Yu
14
Payne, James E.
14
Bouri, Elie
13
Koopman, Siem Jan
13
Lee, Chien-chiang
13
Pesaran, M. Hashem
13
Sarno, Lucio
13
Swanson, Norman R.
13
Wei, Yu
13
Cebula, Richard J.
12
Cheung, Yin-Wong
12
Neumark, David
12
Serletis, Apostolos
12
Westerlund, Joakim
12
Andersen, Torben
11
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Finance research letters
7
International review of economics & finance : IREF
5
Applied economics letters
4
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
2
Applied financial economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic research
2
Journal of forecasting
2
Open economies review
2
Southern economic journal
2
The European journal of finance
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 quarterly
1
Economic inquiry : journal of the Western Economic Association International
1
Economics and Business Letters : EBL
1
Economics letters
1
Energy economics
1
Global finance journal
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economics & business
1
Journal of financial markets
1
Journal of macroeconomics
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Review of economics
1
Structural change and economic dynamics : SC+ED
1
The Manchester School
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
61
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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
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
5
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:
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
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:
8
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:
9
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:
10
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
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