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~person:"Phillips, Peter C. B."
~person:"Pierdzioch, Christian"
~person:"Ravazzolo, Francesco"
~subject:"Asymmetric information"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"Wirtschaftsprognose"
~type_genre:"Graue Literatur"
~type_genre:"Hochschulschrift"
~type_genre:"Thesis"
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Asymmetric information
Capital income
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Phillips, Peter C. B.
Pierdzioch, Christian
Ravazzolo, Francesco
Gil-Alaña, Luis A.
160
Caporale, Guglielmo Maria
151
Marcellino, Massimiliano
145
Franses, Philip Hans
135
McAleer, Michael
133
Koopman, Siem Jan
130
Pesaran, M. Hashem
84
Hyndman, Rob J.
83
Gupta, Rangan
81
Härdle, Wolfgang
81
Dijk, Herman K. van
78
Diebold, Francis X.
76
Kapetanios, George
76
Timmermann, Allan
75
Clark, Todd E.
74
Gao, Jiti
70
Sibbertsen, Philipp
68
Lucas, André
67
Teräsvirta, Timo
64
Koop, Gary
61
Kilian, Lutz
60
Lütkepohl, Helmut
60
Dijk, Dick van
59
Kunst, Robert M.
58
Rossi, Barbara
55
Johansen, Søren
52
Giannone, Domenico
48
Schorfheide, Frank
47
Lux, Thomas
46
Hendry, David F.
45
Swanson, Norman R.
44
Kim, Hyeongwoo
43
Nielsen, Morten Ørregaard
43
Maravall Herrero, Agustín
42
Medeiros, Marcelo C.
42
Carriero, Andrea
40
Feng, Yuanhua
40
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68
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Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
202
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
203
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
204
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:
205
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
206
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:
207
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
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208
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:
209
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:
210
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842069
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