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~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"Estimation"
~subject:"Realized volatility"
~subject:"Welt"
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Search: ("Außenhandel" OR "Prognose" OR "Wirtschaftskrise" OR "Wirtschaftsstruktur") AND NOT isPartOf:Wirtschaftsdienst
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Estimation
Realized volatility
Welt
Forecasting model
137
Prognoseverfahren
137
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63
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62
Capital income
54
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54
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Pierdzioch, Christian
Anderson, Kym
176
Gupta, Rangan
125
Marcellino, Massimiliano
68
Aizenman, Joshua
66
Bown, Chad P.
62
Ma, Feng
61
Pesaran, M. Hashem
59
Ruta, Michele
57
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53
Martin, Will
53
McAleer, Michael
53
Baumeister, Christiane
47
Diebold, Francis X.
46
Hoekman, Bernard M.
45
Francois, Joseph F.
44
Kilian, Lutz
44
Kose, M. Ayhan
44
McMillan, David G.
44
Hertel, Thomas W.
43
Schorfheide, Frank
41
Timmermann, Allan
40
Wang, Yudong
39
Zhang, Yaojie
39
Stehrer, Robert
37
Reinhart, Carmen M.
36
Rocha, Nadia
35
Williamson, Jeffrey G.
35
Egger, Peter
34
Rossi, Barbara
34
Anderson, James E.
33
Feenstra, Robert C.
33
Zaremba, Adam
33
Huber, Florian
32
Levchenko, Andrei A.
32
Bahmani-Oskooee, Mohsen
30
Ohnsorge, Franziska
30
Swanson, Norman R.
30
Ghysels, Eric
29
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Department of Economics working paper series
12
Finance research letters
6
Kiel working paper
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Applied economics letters
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International review of financial analysis
3
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3
The North American journal of economics and finance : a journal of financial economics studies
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
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1
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
2
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
3
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
4
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:
5
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
Saved in:
6
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
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
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:
9
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:
10
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
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