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~person:"Pierdzioch, Christian"
~subject:"Forecasting model"
~subject:"USA"
~subject:"Yield curve"
~subject:"Zinsstruktur"
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Forecasting model
USA
Yield curve
Zinsstruktur
Prognoseverfahren
137
Theorie
91
Theory
89
Schätzung
82
Estimation
78
Volatilität
71
Volatility
68
Capital income
53
Kapitaleinkommen
53
Börsenkurs
51
Forecast
51
Prognose
51
Share price
50
Forecasting
43
Aktienmarkt
37
Deutschland
37
Neue Makroökonomik offener Volkswirtschaften
35
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24
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21
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20
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20
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20
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20
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18
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143
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Pierdzioch, Christian
Gupta, Rangan
362
Diebold, Francis X.
232
Marcellino, Massimiliano
212
Franses, Philip Hans
195
Timmermann, Allan
189
Ravazzolo, Francesco
174
McAleer, Michael
157
Clark, Todd E.
154
Clements, Michael P.
143
Pesaran, M. Hashem
136
Caporale, Guglielmo Maria
133
Rudebusch, Glenn D.
129
Koopman, Siem Jan
125
Schorfheide, Frank
125
Kapetanios, George
123
Giannone, Domenico
121
McCracken, Michael W.
115
Hyndman, Rob J.
112
Swanson, Norman R.
111
Koop, Gary
108
Ma, Feng
105
Guidolin, Massimo
102
Lahiri, Kajal
102
Hendry, David F.
101
Rossi, Barbara
101
Kilian, Lutz
98
McMillan, David G.
97
Favero, Carlo A.
93
Wright, Jonathan H.
93
Huber, Florian
89
Campbell, John Y.
88
Dijk, Dick van
87
Fildes, Robert
87
Ghysels, Eric
86
Wohar, Mark E.
86
Bekaert, Geert
85
Gil-Alaña, Luis A.
85
Dijk, Herman K. van
82
Carriero, Andrea
78
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Department of Economics working paper series
17
Applied economics letters
11
Finance research letters
8
Kiel working paper
6
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of forecasting
4
Applied economics
3
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
3
Economics letters
3
International journal of forecasting
3
International review of financial analysis
3
Kieler Arbeitspapiere
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bundesbank Series 1 Discussion Paper
2
Discussion paper / Deutsche Bundesbank
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Finmap working paper
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Journal of financial markets
2
Journal of international money and finance
2
Working Papers of the Priority Programme 1859 : Experience and Expectation : Historical Foundations of Economic Behaviour
2
Annals of financial economics
1
Applied economics quarterly
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 2 Discussion Paper
1
Credit and capital markets : Kredit und Kapital
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
Diskussionspapier / Helmut-Schmidt-Universität, Fächergruppe Volkswirtschaftslehre
1
Economic modelling
1
Economic systems
1
Economies : open access journal
1
Financial innovation : FIN
1
German economic review
1
Global finance journal
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ECONIS (ZBW)
145
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1
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145
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1
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:
2
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:
3
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
1859:11 to 2023:04. We utilize a quantile predictive regression
model
, which is able to accommodate nonlinearity and …
Persistent link: https://www.econbiz.de/10014353168
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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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