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~person:"Dijk, Dick van"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Exchange rate"
~subject:"Theory"
~subject:"United States"
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Search: subject_exact:"Prognosetechnik"
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Börsenkurs
Exchange rate
Theory
United States
Forecasting model
212
Prognoseverfahren
212
Theorie
65
Volatility
62
Volatilität
62
Capital income
60
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54
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forecasting
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English
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Dijk, Dick van
Pierdzioch, Christian
Gupta, Rangan
182
Diebold, Francis X.
133
Timmermann, Allan
112
Marcellino, Massimiliano
100
Clark, Todd E.
99
Franses, Philip Hans
98
Clements, Michael P.
88
Ravazzolo, Francesco
84
McCracken, Michael W.
69
Swanson, Norman R.
69
Hyndman, Rob J.
64
Rossi, Barbara
60
Giannone, Domenico
58
Pesaran, M. Hashem
57
McMillan, David G.
55
Hendry, David F.
54
Koop, Gary
54
Ma, Feng
52
Schorfheide, Frank
52
Kilian, Lutz
51
Koopman, Siem Jan
51
Bollerslev, Tim
50
Dijk, Herman K. van
45
Ghysels, Eric
44
Lahiri, Kajal
44
Watson, Mark W.
43
Stock, James H.
40
Granger, C. W. J.
39
Härdle, Wolfgang
38
Baghestani, Hamid
37
Wang, Yudong
37
Armstrong, J. Scott
36
Fildes, Robert
36
Giacomini, Raffaella
36
Korobilis, Dimitris
36
Chinn, Menzie David
35
Guidolin, Massimo
35
Makridakis, Spyros G.
35
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Discussion paper / Tinbergen Institute
13
Department of Economics working paper series
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7
International journal of forecasting
7
Applied economics letters
4
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4
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4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
International review of financial analysis
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2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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2
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2
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2
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1
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Credit and capital markets : Kredit und Kapital
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Global finance journal
1
International economic journal
1
International finance discussion papers
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Journal of applied econometrics
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ECONIS (ZBW)
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1
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
2
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:
3
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
4
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:
5
Forecasting U.S. recessions using over 150 years of data : stock-market moments versus oil-market moments
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2024
Persistent link: https://www.econbiz.de/10014635879
Saved in:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
7
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
8
Localizing strictly proper scoring rules supplementary material on localizing strictly proper scoring rules
Punder, Ramon de
;
Diks, Cees G. H.
;
Laeven, Roger J. A.
; …
- In:
CeNDEF working paper
(
2023
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014377691
Saved in:
9
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:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
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