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~person:"Pierdzioch, Christian"
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Forecasting model
137
Prognoseverfahren
137
Theorie
91
Theory
89
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82
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78
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71
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68
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53
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English
225
German
11
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Pierdzioch, Christian
Gupta, Rangan
602
McAleer, Michael
575
Caporale, Guglielmo Maria
445
Pesaran, M. Hashem
428
Nijkamp, Peter
361
Franses, Philip Hans
339
Koopman, Siem Jan
322
Marcellino, Massimiliano
307
Kapetanios, George
306
Diebold, Francis X.
303
Phillips, Peter C. B.
302
Schorfheide, Frank
285
Koop, Gary
274
Gao, Jiti
267
Lütkepohl, Helmut
262
Härdle, Wolfgang
253
Ravazzolo, Francesco
252
Linton, Oliver
248
Gil-Alaña, Luis A.
244
Timmermann, Allan
242
Chiarella, Carl
239
Minford, Patrick
237
Tsionas, Efthymios G.
226
Kilian, Lutz
215
Galí, Jordi
212
Acemoglu, Daron
208
Belke, Ansgar
206
Semmler, Willi
201
Hendry, David F.
199
Narayan, Paresh Kumar
198
Chen, Xiaohong
197
Teräsvirta, Timo
194
Dijk, Herman K. van
190
Herwartz, Helmut
187
Fabozzi, Frank J.
180
Giannone, Domenico
180
Hall, Stephen G.
180
Clark, Todd E.
179
Roventini, Andrea
177
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7
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Kiel working paper
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20
Department of Economics working paper series
17
Applied economics letters
13
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
7
The European journal of finance
5
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
4
International economics and economic policy : IEEP
4
Journal of forecasting
4
Journal of international money and finance
4
Kiel Working Paper
4
Kiel Working Papers
4
Applied economics
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economic journal
3
International journal of forecasting
3
International review of economics & finance : IREF
3
International review of financial analysis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
3
Applied financial economics
2
Bundesbank Series 1 Discussion Paper
2
Discussion paper / Deutsche Bundesbank
2
Energy economics
2
Finmap working paper
2
German economic review
2
Global finance journal
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 financial markets, institutions & money
2
Kredit und Kapital
2
Review of World Economics (Weltwirtschaftliches Archiv)
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
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
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ECONIS (ZBW)
226
RePEc
9
EconStor
6
Showing
1
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10
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241
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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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