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~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"Capital income"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Capital income
Prognoseverfahren
127
Schätzung
126
Forecasting model
122
Theorie
109
Estimation
104
Volatilität
93
Theory
90
Volatility
82
Börsenkurs
75
Deutschland
67
Share price
65
Prognose
58
Forecast
57
Kapitaleinkommen
57
Germany
56
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53
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52
United States
50
Stock market
47
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46
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45
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41
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41
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41
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38
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35
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33
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31
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30
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25
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forecasting
24
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Pierdzioch, Christian
Gupta, Rangan
161
Caporale, Guglielmo Maria
104
Zaremba, Adam
99
McMillan, David G.
72
Timmermann, Allan
63
Bekaert, Geert
62
Diebold, Francis X.
62
Narayan, Paresh Kumar
60
Wohar, Mark E.
60
Campbell, John Y.
57
Bollerslev, Tim
56
Bouri, Elie
56
Gil-Alaña, Luis A.
56
Harvey, Campbell R.
54
Plastun, Alex
54
Guidolin, Massimo
52
Bali, Turan G.
51
Faff, Robert W.
51
McAleer, Michael
48
Titman, Sheridan
45
Cakici, Nusret
43
Ma, Feng
42
Stambaugh, Robert F.
42
Zhang, Lu
41
Tiwari, Aviral Kumar
40
Hoesli, Martin
39
Wang, Yudong
39
Andersen, Torben
38
Chiang, Thomas C.
37
Fletcher, Jonathan
37
Bohl, Martin T.
36
Brooks, Robert
36
Demirer, Rıza
36
Sehgal, Sanjay
35
Ferson, Wayne E.
34
Pástor, Ľuboš
34
Subrahmanyam, Avanidhar
34
Zhang, Wei
34
Zhou, Guofu
34
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Department of Economics working paper series
11
Finance research letters
6
Kiel working paper
5
Journal of forecasting
3
Kieler Arbeitspapiere
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Discussion paper / Deutsche Bundesbank
2
Energy economics
2
International review of financial analysis
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of political economy
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Financial innovation : FIN
1
Finmap working paper
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Global finance journal
1
International economics and economic policy : IEEP
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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1
Journal of financial markets
1
Journal of international financial markets, institutions & money
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
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ECONIS (ZBW)
57
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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 real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
Saved in:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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:
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