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subject:"United States"
~person:"Härdle, Wolfgang"
~person:"Pierdzioch, Christian"
~subject:"Deutschland"
~subject:"Volatilität"
~type_genre:"Article in journal"
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United States
Deutschland
Volatilität
Theorie
104
Theory
104
Forecasting model
30
Prognoseverfahren
30
Volatility
19
Estimation
18
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18
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14
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14
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13
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13
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12
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11
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Härdle, Wolfgang
Pierdzioch, Christian
Gupta, Rangan
34
Heckman, James J.
27
Bollerslev, Tim
26
McAleer, Michael
24
Chavas, Jean-Paul
22
Caporale, Guglielmo Maria
21
Diebold, Francis X.
20
Gil-Alaña, Luis A.
20
Serletis, Apostolos
19
Wohar, Mark E.
19
Acemoglu, Daron
18
MacDonald, Ronald
18
Christiano, Lawrence J.
17
Engle, Robert F.
17
Franses, Philip Hans
17
Glaeser, Edward L.
17
Uri, Noel Dean
17
Bekaert, Geert
16
Caballero, Ricardo J.
16
Ferson, Wayne E.
16
Hall, Robert Ernest
16
Lansing, Kevin J.
16
Andersen, Torben
15
Asai, Manabu
15
Eichenbaum, Martin S.
15
Fabozzi, Frank J.
15
Ghysels, Eric
15
Laporte, Gilbert
15
Slottje, Daniel Jonathan
15
Wright, Jonathan H.
15
Aït-Sahalia, Yacine
14
Herwartz, Helmut
14
Lo, Andrew W.
14
Longstaff, Francis A.
14
Miceli, Thomas J.
14
Stock, James H.
14
Wu, Chunchi
14
Attanasio, Orazio P.
13
Auerbach, Alan J.
13
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
International review of financial analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Annals of financial economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
29
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1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
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
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:
4
VCRIX : a volatility index for crypto-currencies
Kim, Alisa
;
Trimborn, Simon
;
Härdle, Wolfgang
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013254312
Saved in:
5
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
Saved in:
6
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
7
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
8
Testing the optimality of inflation forecasts under flexible loss with random forests
Behrens, Christoph
;
Pierdzioch, Christian
;
Risse, Marian
- In:
Economic modelling
72
(
2018
),
pp. 270-277
Persistent link: https://www.econbiz.de/10012100432
Saved in:
9
Public goods, private consumption, and human capital : using boosted regression trees to model volunteer labour supply
Emrich, Eike
;
Pierdzioch, Christian
- In:
Review of economics
67
(
2016
)
3
,
pp. 263-283
Persistent link: https://www.econbiz.de/10011706746
Saved in:
10
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
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