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~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Germany
Kapitaleinkommen
Volatilität
Wirkungsanalyse
Forecasting model
83
Prognoseverfahren
83
Estimation
53
Schätzung
53
Theorie
47
Theory
47
Volatility
42
Forecast
39
Prognose
39
Börsenkurs
34
Share price
34
Capital income
33
Deutschland
27
Forecasting
27
USA
27
United States
27
Exchange rate
23
Wechselkurs
23
Aktienmarkt
22
Stock market
22
Welt
19
World
19
Schock
17
Shock
17
Geldpolitik
16
Monetary policy
16
forecasting
16
Gold
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Business cycle
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Herdenverhalten
14
Herding
14
Konjunktur
14
Exchange rate policy
13
Japan
13
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Wechselkurspolitik
13
Ölpreis
13
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40
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3
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Article
82
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Article in journal
Aufsatz im Buch
Bibliography included
Book section
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
80
Graue Literatur
67
Non-commercial literature
67
Arbeitspapier
66
Working Paper
66
Hochschulschrift
2
Conference paper
1
Konferenzbeitrag
1
Thesis
1
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English
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German
13
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Pierdzioch, Christian
Gupta, Rangan
241
Wagner, Joachim
142
Bouri, Elie
106
Zaremba, Adam
103
McMillan, David G.
102
Wohar, Mark E.
102
Ma, Feng
101
Bahmani-Oskooee, Mohsen
93
Narayan, Paresh Kumar
91
Tiwari, Aviral Kumar
91
Fritsch, Michael
85
Hammoudeh, Shawkat
85
McAleer, Michael
81
Caporale, Guglielmo Maria
79
Zimmermann, Klaus F.
76
Börsch-Supan, Axel
73
Xuan Vinh Vo
71
Apergēs, Nikolaos
68
Faff, Robert W.
66
Schnabel, Claus
66
Gil-Alaña, Luis A.
65
Kang, Sang Hoon
61
Bollerslev, Tim
60
Nguyen, Duc Khuong
60
Wang, Yudong
60
Brooks, Robert
58
Demirer, Rıza
58
Fabozzi, Frank J.
58
Lucey, Brian M.
58
Belke, Ansgar
57
Bellmann, Lutz
57
Balcilar, Mehmet
56
Salisu, Afees A.
56
Mensi, Walid
55
Bali, Turan G.
54
Caliendo, Marco
54
Kutan, Ali Mustafa
53
Hassan, M. Kabir
52
Zhang, Yaojie
52
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Applied economics letters
6
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
Journal of forecasting
3
Energy economics
2
German economic review
2
International economics and economic policy : IEEP
2
International review of economics & finance : IREF
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
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Swiss journal of economics and statistics
2
Annals of financial economics
1
Applied 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
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European Sport management quarterly : ESMQ
1
European journal of political economy
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
Global finance journal
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International journal of finance & economics : IJFE
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Macroeconomic dynamics
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
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 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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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