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subject:"United States"
type_genre:"Article in journal"
~person:"Pierdzioch, Christian"
~subject:"1973-2000"
~subject:"Forecasting model"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation"
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United States
1973-2000
Forecasting model
Estimation
105
Schätzung
105
Prognoseverfahren
43
Volatility
43
Volatilität
43
Börsenkurs
42
Share price
42
Deutschland
39
Germany
39
Capital income
34
Kapitaleinkommen
34
Theorie
27
Theory
27
Aktienmarkt
23
Stock market
21
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19
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19
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18
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18
USA
17
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16
Wechselkurs
16
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10
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Shock
9
Forecasting
8
International financial market
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Internationaler Finanzmarkt
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Neue Makroökonomik offener Volkswirtschaften
8
New open economy macroeconomics
8
Risiko
8
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8
Gold
7
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7
Japan
7
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16
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Article
31
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20
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Article in journal
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Non-commercial literature
Aufsatz in Zeitschrift
29
Arbeitspapier
20
Graue Literatur
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Working Paper
20
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2
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English
51
Author
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Pierdzioch, Christian
Gupta, Rangan
144
Caporale, Guglielmo Maria
77
Gil-Alaña, Luis A.
77
Marcellino, Massimiliano
68
Heckman, James J.
65
McAleer, Michael
58
Pesaran, M. Hashem
40
Hamermesh, Daniel S.
39
Kilian, Lutz
38
Wohar, Mark E.
38
Belke, Ansgar
37
Bollerslev, Tim
36
Timmermann, Allan
36
Koopman, Siem Jan
35
Balcilar, Mehmet
33
Schorfheide, Frank
33
Bahmani-Oskooee, Mohsen
32
Ma, Feng
31
Härdle, Wolfgang
30
Glaeser, Edward L.
29
Huber, Florian
29
Miller, Stephen M.
29
Neumark, David
29
Cheung, Yin-Wong
28
Hautsch, Nikolaus
28
McMillan, David G.
28
Chinn, Menzie David
27
Diebold, Francis X.
27
Haltiwanger, John C.
27
Koop, Gary
27
Malley, James R.
27
Basu, Susanto
26
Clark, Todd E.
26
Eichenbaum, Martin S.
26
Engle, Robert F.
26
Herwartz, Helmut
26
Karanassou, Marika
26
Stulz, René M.
26
Zaremba, Adam
26
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Kiel working paper
6
Department of Economics working paper series
5
Finance research letters
4
Applied economics letters
3
Kieler Arbeitspapiere
3
The North American journal of economics and finance : a journal of financial economics studies
3
Discussion paper / Deutsche Bundesbank
2
Finmap working paper
2
International review of financial analysis
2
Journal of forecasting
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
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Annals of financial economics
1
Applied economics quarterly
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
1
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
Economics letters
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
Journal of economics & business
1
Journal of financial markets
1
Journal of the Operational Research Society
1
Structural change and economic dynamics : SC+ED
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
51
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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
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
3
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
4
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
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
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:
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
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
9
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:
10
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
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