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~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"Financial crisis"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Financial crisis
Kapitaleinkommen
Share price
Forecasting model
85
Prognoseverfahren
85
Estimation
53
Schätzung
53
Theorie
48
Theory
48
Volatility
43
Volatilität
43
Forecast
41
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41
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34
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33
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28
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27
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Pierdzioch, Christian
Gupta, Rangan
186
Zaremba, Adam
105
Narayan, Paresh Kumar
93
Wohar, Mark E.
93
McMillan, David G.
89
Faff, Robert W.
79
Bouri, Elie
72
Caporale, Guglielmo Maria
71
Tiwari, Aviral Kumar
71
Hammoudeh, Shawkat
70
Ryu, Doojin
69
Ma, Feng
68
Eichengreen, Barry
63
Hassan, M. Kabir
63
Nguyen, Duc Khuong
63
Zhang, Wei
63
Aizenman, Joshua
61
Gil-Alaña, Luis A.
60
Brooks, Robert
59
Madura, Jeff
59
Apergēs, Nikolaos
55
Bordo, Michael D.
54
Xiong, Xiong
54
Xuan Vinh Vo
54
Chiang, Thomas C.
52
Subrahmanyam, Avanidhar
52
Demirer, Rıza
50
Sehgal, Sanjay
49
Allen, Franklin
48
Claessens, Stijn
48
Jawadi, Fredj
48
Stiglitz, Joseph E.
48
Kutan, Ali Mustafa
47
Lee, Chien-chiang
47
Salisu, Afees A.
47
Timmermann, Allan
47
Bali, Turan G.
46
Cakici, Nusret
46
Chan, Kam C.
46
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Finance research letters
5
The European journal of finance
4
International review of financial analysis
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Applied financial economics
2
Applied financial economics letters
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of international financial markets, institutions & money
2
The empirical economics letters : a monthly international journal of economics
2
Annals of financial economics
1
Banking and finance review
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
European journal of political economy
1
Finance a úvěr
1
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1
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
1
Journal of economics & business
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Journal of empirical finance
1
Journal of financial markets
1
Journal of international money and finance
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Journal of multinational financial management
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Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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Kredit und Kapital
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Research in international business and finance
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Structural change and economic dynamics : SC+ED
1
Swiss journal of economics and statistics
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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)
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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
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:
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
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
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:
9
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
Saved in:
10
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
International review of finance : the official journal …
22
(
2022
)
3
,
pp. 540-550
Persistent link: https://www.econbiz.de/10013413249
Saved in:
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