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~language:"eng"
~language:"srp"
~person:"Pierdzioch, Christian"
~subject:"Estimation"
~subject:"Financial market"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Jahresbericht"
~type_genre:"Konferenzschrift"
~type_genre:"Länderbericht"
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Estimation
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122
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122
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90
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90
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78
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78
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64
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55
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Pierdzioch, Christian
Caporale, Guglielmo Maria
310
Gil-Alaña, Luis A.
274
Gupta, Rangan
257
Belke, Ansgar
222
Wagner, Joachim
182
Bahmani-Oskooee, Mohsen
159
McAleer, Michael
143
Pesaran, M. Hashem
141
Schneider, Friedrich
131
Buch, Claudia M.
123
Rose, Andrew
108
Egger, Peter
106
Berg, Gerard J. van den
105
Chang, Tsangyao
102
Addison, John T.
99
Ours, Jan C. van
98
Schnabel, Claus
98
Rycx, François
97
Tiwari, Aviral Kumar
96
Heckman, James J.
95
Marcellino, Massimiliano
95
Nunnenkamp, Peter
95
Hayo, Bernd
93
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92
Wohar, Mark E.
92
Cheung, Yin-Wong
91
Narayan, Paresh Kumar
91
Afonso, António
89
Apergēs, Nikolaos
87
Riphahn, Regina T.
87
Woessmann, Ludger
87
Härdle, Wolfgang
86
Görg, Holger
85
Winter-Ebmer, Rudolf
84
Lechner, Michael
82
Blundell, Richard W.
80
Bauer, Thomas K.
79
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78
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77
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5
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2
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2
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1
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1
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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1
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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ECONIS (ZBW)
106
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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
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
6
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:
7
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:
8
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
9
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:
10
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
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