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subject:"United States"
~person:"Pierdzioch, Christian"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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United States
Asymmetric information
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Theorie
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56
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23
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13
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11
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Pierdzioch, Christian
Gupta, Rangan
56
Franses, Philip Hans
54
Diebold, Francis X.
42
Phillips, Peter C. B.
42
Timmermann, Allan
42
Clements, Michael P.
39
Hendry, David F.
34
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33
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33
Pesaran, M. Hashem
33
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32
Swanson, Norman R.
31
Baltagi, Badi H.
30
Granger, C. W. J.
30
Moosa, Imad A.
30
Newey, Whitney K.
30
Bollerslev, Tim
29
Koop, Gary
28
Li, Qi
28
Marcellino, Massimiliano
28
Turnovsky, Stephen J.
28
Petropoulos, Fotios
27
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25
Engle, Robert F.
25
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25
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24
Makridakis, Spyros G.
24
Ullah, Aman
24
Wohar, Mark E.
24
Acemoglu, Daron
23
Afonso, Oscar
23
Gouriéroux, Christian
23
Jarrow, Robert A.
23
Satchell, Stephen
23
Stock, James H.
23
Wang, Yudong
23
Batabyal, Amitrajeet A.
22
Caporale, Guglielmo Maria
22
Hyndman, Rob J.
22
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Applied economics letters
3
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2
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2
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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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ECONIS (ZBW)
26
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1
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:
2
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:
3
Time-varying risk aversion and the predictability of bond premia
Çepni, Oğguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436600
Saved in:
4
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:
5
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
6
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:
7
Forecasting the South African inflation rate : on asymmetric loss and forecast rationality
Pierdzioch, Christian
;
Reid, Monique B.
;
Gupta, Rangan
- In:
Economic systems
40
(
2016
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10011668227
Saved in:
8
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
Saved in:
9
Skewed exchange-rate forecasts
Pierdzioch, Christian
;
Stadtmann, Georg
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1161-1175
Persistent link: https://www.econbiz.de/10011419815
Saved in:
10
A note on the directional accuracy of interest-rate forecasts
Pierdzioch, Christian
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1073-1077
Persistent link: https://www.econbiz.de/10011312202
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