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~language:"eng"
~person:"Kraft, Kornelius"
~person:"Pierdzioch, Christian"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
~type_genre:"Umfrage"
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Germany
Kapitaleinkommen
Forecasting model
86
Prognoseverfahren
86
Deutschland
66
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65
Theory
65
Estimation
64
Schätzung
64
Volatility
43
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Aufsatz in Zeitschriften
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Kraft, Kornelius
Pierdzioch, Christian
Wagner, Joachim
131
Gupta, Rangan
127
Zaremba, Adam
99
McMillan, David G.
70
Fritsch, Michael
67
Narayan, Paresh Kumar
63
Wohar, Mark E.
63
Schnabel, Claus
60
Zimmermann, Klaus F.
56
Bouri, Elie
48
Faff, Robert W.
48
Jirjahn, Uwe
47
Caporale, Guglielmo Maria
44
Cakici, Nusret
42
Gil-Alaña, Luis A.
42
Tiwari, Aviral Kumar
42
Bali, Turan G.
41
Bellmann, Lutz
41
Ma, Feng
41
Caliendo, Marco
40
Pfeifer, Christian
40
Riphahn, Regina T.
40
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39
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39
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39
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38
Chiang, Thomas C.
38
Wang, Yudong
38
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37
Brooks, Robert
36
Demirer, Rıza
36
Schmidt, Christoph M.
36
Addison, John T.
35
Cholodilin, Konstantin Arkadʹevič
34
Sehgal, Sanjay
34
Zhang, Wei
34
Czarnitzki, Dirk
33
Dustmann, Christian
33
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Finance research letters
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5
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4
Applied economics letters
4
The European journal of finance
4
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3
Jahrbücher für Nationalökonomie und Statistik
3
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3
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3
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2
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International journal of industrial organization
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Applied financial economics letters
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International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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ECONIS (ZBW)
97
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1
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97
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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
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
3
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:
4
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:
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
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
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
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