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~language:"eng"
~language:"nor"
~language:"spa"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Textbook"
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Kapitaleinkommen
Volatilität
Forecasting model
85
Prognoseverfahren
85
Estimation
51
Schätzung
51
Theorie
48
Theory
48
Volatility
42
Forecast
40
Prognose
40
Börsenkurs
34
Capital income
34
Share price
34
Forecasting
29
Deutschland
26
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26
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26
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22
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22
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20
World
20
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17
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forecasting
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14
Herding
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Oil price
13
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Economic forecast
12
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12
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60
Arbeitspapier
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Graue Literatur
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Non-commercial literature
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Working Paper
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Aufsatz im Buch
2
Book section
2
Conference paper
1
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1
Konferenzbeitrag
1
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English
Norwegian
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5
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Pierdzioch, Christian
Gupta, Rangan
215
Bouri, Elie
109
Ma, Feng
105
Zaremba, Adam
105
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
86
Hammoudeh, Shawkat
80
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
63
Wang, Yudong
62
Faff, Robert W.
60
Kang, Sang Hoon
60
Caporale, Guglielmo Maria
58
Demirer, Rıza
57
Zhang, Yaojie
57
Brooks, Robert
55
Bollerslev, Tim
54
Mensi, Walid
54
Bali, Turan G.
53
Nguyen, Duc Khuong
51
Salisu, Afees A.
51
Lucey, Brian M.
49
Fabozzi, Frank J.
48
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Ryu, Doojin
46
Zhang, Wei
46
Cakici, Nusret
45
Corbet, Shaen
45
Gil-Alaña, Luis A.
45
Liang, Chao
45
Shahzad, Syed Jawad Hussain
45
Sehgal, Sanjay
44
Yin, Libo
44
Andersen, Torben
43
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Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
6
The European journal of finance
4
Journal of forecasting
3
Applied economics letters
2
Energy economics
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
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
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 journal of finance & economics : IJFE
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
Kredit und Kapital
1
Macroeconomic dynamics
1
Research in international business and finance
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)
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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
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
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:
6
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
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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