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Public goods, private consumption, and human capital : using boosted regression trees to model volunteer labour supply
Emrich, Eike; Pierdzioch, Christian - In: Review of economics 67 (2016) 3, pp. 263-283
Persistent link: https://www.econbiz.de/10011706746
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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
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Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach
Gupta, Rangan; Majumdar, Anandamayee; Pierdzioch, Christian - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 276-284
Persistent link: https://www.econbiz.de/10011792493
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On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian; Risse, Marian; Gupta, Rangan; … - In: Finance research letters 30 (2019), pp. 160-169
Persistent link: https://www.econbiz.de/10012420355
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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
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The impact of heterogeneity of discount factors and asset returns on inequality
Ferreira, Pedro Cavalcanti; Guimarães, Guido Penido - In: Applied economics 50 (2018) 4, pp. 371-388
Persistent link: https://www.econbiz.de/10011846955
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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
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Journal of the Operational Research Society 73 (2022) 8, pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057