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~language:"ces"
~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"EU-Staaten"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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EU-Staaten
Estimation
Forecasting model
84
Prognoseverfahren
84
Schätzung
51
Theorie
48
Theory
48
Volatility
41
Volatilität
41
Forecast
40
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40
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34
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33
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Pierdzioch, Christian
Gupta, Rangan
183
Bahmani-Oskooee, Mohsen
164
Gil-Alaña, Luis A.
137
Apergēs, Nikolaos
117
Belke, Ansgar
114
Caporale, Guglielmo Maria
110
Chang, Tsangyao
100
Tiwari, Aviral Kumar
90
Wohar, Mark E.
84
Gros, Daniel
77
De Grauwe, Paul
76
Egger, Peter
76
Narayan, Paresh Kumar
75
Haan, Jakob de
72
Afonso, António
70
Lee, Chien-chiang
65
Zaremba, Adam
63
Nijkamp, Peter
61
Kumbhakar, Subal
59
Tsionas, Efthymios G.
59
Shahbaz, Muhammad
57
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56
Su, Chi-Wei
56
Holmes, Mark J.
55
Sosvilla-Rivero, Simón
55
Wagner, Joachim
53
Balcilar, Mehmet
51
Eichengreen, Barry
51
Herwartz, Helmut
51
Hughes Hallett, Andrew
51
Kutan, Ali Mustafa
50
Moosa, Imad A.
50
Rodríguez-Pose, Andrés
50
Hammoudeh, Shawkat
49
Jalles, João Tovar
49
Xuan Vinh Vo
49
Hsing, Yu
48
McMillan, David G.
47
Payne, James E.
47
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Applied economics letters
5
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
3
The European journal of finance
3
International economics and economic policy : IEEP
2
International review of financial analysis
2
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2
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1
European journal of political economy
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German economic review
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International review of economics & finance : IREF
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1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economics & business
1
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Journal of international money and finance
1
Journal of the Operational Research Society
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Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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Kredit und Kapital
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Quarterly review / Banca Nazionale del Lavoro, Roma
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Research in international business and finance
1
Review of economics
1
Structural change and economic dynamics : SC+ED
1
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
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:
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 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
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:
6
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
7
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
Saved in:
8
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
9
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:
10
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
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