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~language:"eng"
~language:"ita"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Schätzung"
~subject:"Stock market"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Schätzung
Stock market
Estimation
54
Forecasting model
30
Prognoseverfahren
30
Volatility
24
Volatilität
24
Börsenkurs
21
Share price
21
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20
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20
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14
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forecasting
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52
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Pierdzioch, Christian
Gupta, Rangan
178
Bahmani-Oskooee, Mohsen
160
Gil-Alaña, Luis A.
132
Chang, Tsangyao
100
Caporale, Guglielmo Maria
95
Tiwari, Aviral Kumar
85
Wohar, Mark E.
81
Apergēs, Nikolaos
78
Narayan, Paresh Kumar
75
Belke, Ansgar
70
Lee, Chien-chiang
63
Zaremba, Adam
63
Kumbhakar, Subal
58
Shahbaz, Muhammad
57
Su, Chi-Wei
54
Wagner, Joachim
53
Egger, Peter
52
Balcilar, Mehmet
49
Herwartz, Helmut
49
Serletis, Apostolos
49
Moosa, Imad A.
48
Hsing, Yu
47
Xuan Vinh Vo
46
McMillan, David G.
45
Schneider, Friedrich
45
Payne, James E.
43
Hammoudeh, Shawkat
42
Holmes, Mark J.
42
MacDonald, Ronald
41
McAleer, Michael
40
Tsionas, Efthymios G.
40
Smyth, Russell
39
Hamori, Shigeyuki
38
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Bouri, Elie
36
Brooks, Robert
36
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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
The European journal of finance
3
International economics and economic policy : IEEP
2
International review of financial analysis
2
Journal of forecasting
2
Swiss journal of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Annals of financial economics
1
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1
Applied economics quarterly
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
European journal of political economy
1
German economic review
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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
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Jahrbücher für Nationalökonomie und Statistik
1
Journal of economics & business
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
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Journal of international money and finance
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
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)
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11
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:
12
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
Saved in:
13
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
14
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
15
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
16
Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality
Balcilar, Mehmet
;
Berisha, Edmond
;
Gupta, Rangan
; …
- In:
Structural change and economic dynamics : SC+ED
57
(
2021
),
pp. 87-92
Persistent link: https://www.econbiz.de/10012648494
Saved in:
17
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
18
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
19
On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Gupta, Rangan
; …
- In:
Finance research letters
30
(
2019
),
pp. 160-169
Persistent link: https://www.econbiz.de/10012420355
Saved in:
20
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
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