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subject:"United States"
~person:"Pierdzioch, Christian"
~subject:"Forecasting model"
~subject:"USA"
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United States
Forecasting model
USA
Estimation
118
Schätzung
118
Volatility
51
Volatilität
51
Prognoseverfahren
47
Börsenkurs
46
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46
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44
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44
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56
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Pierdzioch, Christian
Gupta, Rangan
153
Caporale, Guglielmo Maria
106
Gil-Alaña, Luis A.
78
Marcellino, Massimiliano
70
Heckman, James J.
66
McAleer, Michael
62
Pesaran, M. Hashem
54
Koopman, Siem Jan
44
Bollerslev, Tim
43
Diebold, Francis X.
43
Kilian, Lutz
43
Schorfheide, Frank
43
Timmermann, Allan
43
Hamermesh, Daniel S.
42
McMillan, David G.
41
Belke, Ansgar
38
Wohar, Mark E.
38
Cheung, Yin-Wong
37
Chinn, Menzie David
37
Engle, Robert F.
36
Balcilar, Mehmet
35
Ma, Feng
33
Bahmani-Oskooee, Mohsen
32
Clark, Todd E.
32
Miller, Stephen M.
32
Härdle, Wolfgang
31
Swanson, Norman R.
31
Basu, Susanto
30
Ghysels, Eric
30
Glaeser, Edward L.
30
Hautsch, Nikolaus
30
Herwartz, Helmut
30
Huber, Florian
30
Franses, Philip Hans
29
Karanassou, Marika
29
Koop, Gary
29
Neumark, David
29
Malley, James R.
28
Eickmeier, Sandra
27
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6
Department of Economics working paper series
5
Finance research letters
4
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3
Kieler Arbeitspapiere
3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
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2
International review of financial analysis
2
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2
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2
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Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
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1
Applied economics quarterly
1
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 1 Discussion Paper
1
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1
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1
International review of economics & finance : IREF
1
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1
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1
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1
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1
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
1
Structural change and economic dynamics : SC+ED
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
56
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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
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:
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 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:
8
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:
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
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:
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