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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Han, Chirok"
~person:"Parmeter, Christopher F."
~person:"Pierdzioch, Christian"
~person:"Ullah, Aman"
~source:"econis"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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Estimation theory
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Geldpolitik
Risiko
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Prognoseverfahren
9
Estimation
8
Schätzung
8
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Han, Chirok
Parmeter, Christopher F.
Pierdzioch, Christian
Ullah, Aman
Gupta, Rangan
27
Ma, Feng
13
Zhang, Yaojie
13
Wohar, Mark E.
12
Balcilar, Mehmet
11
Carroll, Raymond J.
11
Wang, Yudong
10
Fan, Jianqing
9
Caporale, Guglielmo Maria
7
Hammoudeh, Shawkat
7
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7
Salisu, Afees A.
7
Zeng, Donglin
7
Dai, Zhifeng
6
Genton, Marc G.
6
Jawadi, Fredj
6
Liu, Li
6
McMillan, David G.
6
Müller, Hans-Georg
6
Nonejad, Nima
6
Todorova, Neda
6
Yin, Libo
6
Chatterjee, Nilanjan
5
Degiannakis, Stavros
5
Dunson, David B.
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Ida, Daisuke
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Mendonça, Helder Ferreira de
5
Montes, Gabriel Caldas
5
Pan, Zhiyuan
5
Pesaran, M. Hashem
5
Ratti, Ronald A.
5
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Applied financial economics
Economic modelling
Global finance journal
Journal of empirical finance
Journal of the American Statistical Association : JASA
The North American journal of economics and finance : a journal of financial economics studies
Economics letters
29
Applied economics letters
12
Econometric reviews
8
Journal of econometrics
8
Econometric theory
6
Finance research letters
6
Journal of productivity analysis
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of applied econometrics
5
Applied economics
4
Econometrics : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
4
Energy economics
3
European journal of operational research : EJOR
3
International review of financial analysis
3
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
German economic review
2
Indian economic review : official journal of Delhi School of Economics
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International economic journal
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of econometric methods
2
Journal of financial markets
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Review of international economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Annales d'économie et de statistique
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Annals of economics and statistics
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Annals of financial economics
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Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
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ECONIS (ZBW)
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1
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
4
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:
5
Decomposing changes in the conditional variance of GDP over time
Amini, Shahram
;
Battisti, Michele
;
Parmeter, Christopher F.
- In:
Economic modelling
61
(
2017
),
pp. 376-387
Persistent link: https://www.econbiz.de/10011736899
Saved in:
6
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:
7
Central banks’ interest rate projections and forecast coordination
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 130-137
Persistent link: https://www.econbiz.de/10010460996
Saved in:
8
Do inflation targets anchor inflation expectations?
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
- In:
Economic modelling
35
(
2013
),
pp. 214-223
Persistent link: https://www.econbiz.de/10010259461
Saved in:
9
Forecasting Eurozone real-estate returns
Pierdzioch, Christian
;
Hartmann, Daniel
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1185-1196
Persistent link: https://www.econbiz.de/10010204784
Saved in:
10
Forecasting US housing starts under asymmetric loss
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 505-513
Persistent link: https://www.econbiz.de/10009718870
Saved in:
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