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person:"Lakonishok, Josef"
~person:"Diebold, Francis X."
~person:"Pierdzioch, Christian"
~subject:"Estimation theory"
~subject:"Prognose"
~subject:"Volatility"
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Estimation theory
Prognose
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Kapitaleinkommen
205
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Lakonishok, Josef
Diebold, Francis X.
Pierdzioch, Christian
Gupta, Rangan
103
Bollerslev, Tim
70
McAleer, Michael
52
Caporale, Guglielmo Maria
51
Bekaert, Geert
47
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40
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35
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34
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32
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30
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27
Spagnolo, Nicola
26
Todorov, Viktor
26
Lux, Thomas
25
Chang, Chia-Lin
24
Bali, Turan G.
23
Chiang, Thomas C.
22
Engle, Robert F.
22
Yılmaz, Kamil
22
Campbell, John Y.
21
Gil-Alaña, Luis A.
21
Kumar, Dilip
20
Zhang, Yaojie
20
Asai, Manabu
19
Bohl, Martin T.
19
Christoffersen, Peter F.
19
Harvey, Campbell R.
19
Andersen, Torben G.
18
Caporin, Massimiliano
18
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18
Zaremba, Adam
18
Boudt, Kris
17
Demirer, Rıza
17
Kočenda, Evžen
17
Meddahi, Nour
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
Zhang, Xiaoyan
17
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ECONIS (ZBW)
121
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1
Labor market volatility, skills, and financial globalization
Buch, Claudia M.
;
Pierdzioch, Christian
- In:
Macroeconomic dynamics
18
(
2014
)
5
,
pp. 1018-1047
Persistent link: https://www.econbiz.de/10010467617
Saved in:
2
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
3
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
4
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
5
Robust measurement of beta risk
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
Saved in:
6
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
7
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
8
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
9
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
10
The level and persistence of growth rates
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 643-684
Persistent link: https://www.econbiz.de/10001750585
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