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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Pierdzioch, Christian"
~subject:"Entwicklungsländer"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Statistics"
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Entwicklungsländer
Exchange rate
Kapitaleinkommen
Forecasting model
85
Prognoseverfahren
85
Estimation
53
Schätzung
53
Theorie
48
Theory
48
Volatility
43
Volatilität
43
Forecast
41
Prognose
41
Börsenkurs
34
Share price
34
Capital income
33
Forecasting
28
Deutschland
27
Germany
27
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27
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27
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23
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22
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22
Welt
20
World
20
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17
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forecasting
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13
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Statistics
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53
Working Paper
39
Graue Literatur
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Non-commercial literature
38
Arbeitspapier
37
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1
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1
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1
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Pierdzioch, Christian
Bahmani-Oskooee, Mohsen
205
Gupta, Rangan
139
Zaremba, Adam
100
Gnangnon, Sèna Kimm
90
McMillan, David G.
81
Narayan, Paresh Kumar
79
Nunnenkamp, Peter
76
Wohar, Mark E.
70
Hsing, Yu
64
Tiwari, Aviral Kumar
61
MacDonald, Ronald
60
Bouri, Elie
55
Caporale, Guglielmo Maria
53
Arize, Augustine Chuck
48
Bird, Graham R.
48
Faff, Robert W.
48
Stiglitz, Joseph E.
48
Edwards, Sebastian
47
Gil-Alaña, Luis A.
46
Taylor, Mark P.
45
Kandil, Magda
44
Bali, Turan G.
43
Ma, Feng
43
Moosa, Imad A.
43
Aizenman, Joshua
42
Apergēs, Nikolaos
42
Cakici, Nusret
42
Collier, Paul
42
Brooks, Robert
41
Hegerty, Scott W.
41
Hoekman, Bernard M.
41
Xuan Vinh Vo
41
Chiang, Thomas C.
40
Bollerslev, Tim
39
Chinn, Menzie David
39
Kutan, Ali Mustafa
39
Rodrik, Dani
39
Rogoff, Kenneth S.
39
Belke, Ansgar
38
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Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
The European journal of finance
4
International review of economics & finance : IREF
3
Journal of forecasting
3
Applied economics letters
2
Applied financial economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economics and economic policy : IEEP
2
International review of financial analysis
2
Journal of financial markets
2
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Annals of financial economics
1
Applied financial economics
1
Energy economics
1
European journal of political economy
1
Financial innovation : FIN
1
Global finance journal
1
International economic journal
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Kredit und Kapital
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
54
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
Saved in:
10
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
International review of finance : the official journal …
22
(
2022
)
3
,
pp. 540-550
Persistent link: https://www.econbiz.de/10013413249
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