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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Forecast"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Aktienmarkt
Forecast
Geldpolitik
Großbritannien
Volatility
Forecasting model
50
Prognoseverfahren
50
Volatilität
31
Estimation
29
Schätzung
29
Capital income
24
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24
Forecasting
23
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17
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13
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13
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forecasting
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Pierdzioch, Christian
Gupta, Rangan
223
Ma, Feng
101
Bouri, Elie
100
Tiwari, Aviral Kumar
90
Wohar, Mark E.
73
Hammoudeh, Shawkat
65
Mensi, Walid
59
Xuan Vinh Vo
59
Wang, Yudong
57
Zhang, Yaojie
57
Balcilar, Mehmet
51
Demirer, Rıza
51
Lucey, Brian M.
51
Apergēs, Nikolaos
49
Kang, Sang Hoon
49
Minford, Patrick
49
Salisu, Afees A.
47
Zaremba, Adam
47
Shahzad, Syed Jawad Hussain
46
Corbet, Shaen
45
Liang, Chao
45
Serletis, Apostolos
44
Gil-Alaña, Luis A.
42
Ji, Qiang
42
Ryu, Doojin
42
Bahmani-Oskooee, Mohsen
40
Narayan, Paresh Kumar
39
Roubaud, David
39
Wei, Yu
39
Jawadi, Fredj
38
Yin, Libo
38
Caporale, Guglielmo Maria
37
Umar, Zaghum
36
Bordo, Michael D.
35
Corsetti, Giancarlo
33
Galí, Jordi
33
Lau, Chi Keung
33
Lee, Chien-chiang
33
Marcellino, Massimiliano
33
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The North American journal of economics and finance : a journal of financial economics studies
5
Department of Economics working paper series
4
Finance research letters
4
The European journal of finance
3
Applied economics letters
2
Economics letters
2
Energy economics
2
Journal of financial markets
2
Annals of financial economics
1
Computational economics
1
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1
International Journal of Financial Studies : open access journal
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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
International review of financial analysis
1
Journal of behavioral and experimental economics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Research in international business and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
4
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:
5
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
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
6
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
7
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:
8
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
9
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
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