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~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Konsumentenverhalten"
~subject:"Shock"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Kapitaleinkommen
Konsumentenverhalten
Shock
Volatility
Forecasting model
83
Prognoseverfahren
83
Estimation
52
Schätzung
52
Theorie
47
Theory
47
Volatilität
41
Forecast
38
Prognose
38
Börsenkurs
34
Share price
34
Capital income
33
Forecasting
27
Deutschland
26
Germany
26
USA
26
United States
26
Aktienmarkt
22
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Welt
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World
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forecasting
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Herding
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12
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12
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Wechselkurspolitik
12
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Amtsdruckschrift
Article in journal
Aufsatz in Zeitschrift
Bibliografie
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Handbuch
Konferenzbeitrag
Ratgeber
Arbeitspapier
60
Graue Literatur
60
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60
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60
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2
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2
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Bulgarian
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5
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Pierdzioch, Christian
Gupta, Rangan
239
Han, Heesup
113
Bouri, Elie
106
Ma, Feng
101
Zaremba, Adam
101
McMillan, David G.
99
Wohar, Mark E.
99
Mattila, Anna S.
96
Tiwari, Aviral Kumar
92
Hammoudeh, Shawkat
89
Narayan, Paresh Kumar
87
McAleer, Michael
77
Lusk, Jayson L.
74
Bahmani-Oskooee, Mohsen
73
Phau, Ian
70
Khare, Arpita
68
Xuan Vinh Vo
64
Caporale, Guglielmo Maria
63
Dwivedi, Yogesh Kumar
62
Faff, Robert W.
61
Jang, Soocheong
61
Nayga, Rodolfo M.
61
Wang, Yudong
61
Grewal, Dhruv
60
Kang, Sang Hoon
60
Loureiro, Sandra Maria Correia
60
Demirer, Rıza
59
Septianto, Felix
56
Brooks, Robert
55
Salisu, Afees A.
55
Apergēs, Nikolaos
54
Bollerslev, Tim
54
Paul, Justin
54
Bali, Turan G.
53
Gil-Alaña, Luis A.
53
Balcilar, Mehmet
52
Belk, Russell W.
52
Mensi, Walid
52
Zhang, Yaojie
52
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The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
5
The European journal of finance
4
International economics and economic policy : IEEP
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Applied economics letters
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of financial markets
2
Journal of international money and finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of political economy
1
Financial innovation : FIN
1
German economic review
1
Global finance journal
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic journal
1
International journal of finance & economics : IJFE
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Oxford economic papers
1
Research in international business and finance
1
Review of international economics
1
Swiss journal of economics and statistics
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
7
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:
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
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
10
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
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