//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Pierdzioch, Christian"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Measuring Contagion with a Bay...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting
73
Prognoseverfahren
72
Forecasting model
71
Volatilität
37
Volatility
36
Forecast
34
Prognose
34
Schätzung
33
Estimation
32
forecasting
32
Capital income
30
Kapitaleinkommen
30
Börsenkurs
25
Share price
24
Theorie
23
Theory
23
Exchange rate
19
USA
19
United States
19
Welt
19
World
19
Loss function
16
Aktienmarkt
15
Time series analysis
15
Zeitreihenanalyse
15
Gold
14
Stock market
14
Wechselkurs
14
Realized volatility
13
Risiko
13
Risk
13
Economic forecast
11
Wirtschaftsprognose
11
Ölpreis
11
Climate change
10
Herding
10
Klimawandel
10
Oil price
10
Deutschland
9
Germany
8
more ...
less ...
Online availability
All
Free
60
Undetermined
48
Type of publication
All
Article
78
Book / Working Paper
53
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Working Paper
37
Graue Literatur
31
Non-commercial literature
31
Arbeitspapier
30
Article
4
Aufsatz im Buch
1
Book section
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
106
Undetermined
25
Author
All
Pierdzioch, Christian
McAleer, Michael
387
Phillips, Peter C. B.
356
Gil-Alaña, Luis A.
352
Koopman, Siem Jan
332
Gupta, Rangan
322
Caporale, Guglielmo Maria
315
Franses, Philip Hans
303
Pesaran, M. Hashem
275
Kapetanios, George
227
Marcellino, Massimiliano
217
Gao, Jiti
184
Härdle, Wolfgang
181
Koop, Gary
180
Diebold, Francis X.
161
Lütkepohl, Helmut
161
Hendry, David F.
154
Teräsvirta, Timo
152
Dijk, Herman K. van
151
Ravazzolo, Francesco
151
Lucas, André
142
Bauwens, Luc
141
Linton, Oliver
136
Baltagi, Badi H.
133
Sibbertsen, Philipp
126
Watson, Mark W.
126
Engle, Robert F.
121
Swanson, Norman R.
120
Heckman, James J.
116
Kunst, Robert M.
116
Lux, Thomas
116
Gouriéroux, Christian
112
Timmermann, Allan
112
Dijk, Dick van
111
Ghysels, Eric
111
Hyndman, Rob J.
111
Harvey, Andrew C.
109
Stock, James H.
109
Schorfheide, Frank
108
Taylor, Robert
108
more ...
less ...
Institution
All
Department of Economics, Faculty of Economic and Management Sciences
3
Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe
3
Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina Frankfurt (Oder)
3
Fachbereich Sozialökonomie, Universität Hamburg
2
Institut für Weltwirtschaft (IfW)
1
Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
1
Published in...
All
Department of Economics working paper series
18
Finance research letters
7
Applied economics letters
6
Kieler Arbeitspapiere
5
Journal of forecasting
4
Kiel working paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
Discussion Paper
3
Discussion Papers / Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina Frankfurt (Oder)
3
Economics Bulletin
3
Economics Letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
3
Working Papers / Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe
3
Applied financial economics
2
DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series
2
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
Economies
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of Forecasting
2
Macroeconomics and Finance Series
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Diskussionspapier / Helmut-Schmidt-Universität, Fächergruppe Volkswirtschaftslehre
1
Economic Modelling
1
Economic modelling
1
Economic systems
1
Economics letters
1
Empirical Economics
1
Financial innovation : FIN
1
International Journal of Forecasting
1
International Review of Finance
1
International economic journal
1
International journal of forecasting
1
Japan and the World Economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
91
RePEc
29
EconStor
11
Showing
1
-
10
of
131
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Skewed exchange-rate forecasts
Pierdzioch, Christian
;
Stadtmann, Georg
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1161-1175
Persistent link: https://www.econbiz.de/10011419815
Saved in:
2
Stock market dispersion, sectoral shocks, and the German business cycle
Döpke, Jörg
;
Pierdzioch, Christian
-
2000
. The empirical evidence is obtained by calculating cross-
correlation
coefficients of sectoral stock market returns with …
Persistent link: https://www.econbiz.de/10011476130
Saved in:
3
Stock market dispersion, sectoral shocks, and the German business cycle
Döpke, Jörg
;
Pierdzioch, Christian
- In:
Swiss journal of economics and statistics
136
(
2000
)
4
,
pp. 531-555
Persistent link: https://www.econbiz.de/10001554649
Saved in:
4
Sector-specific shocks, stock market returns, and business cycle fluctuations in EMU : a note
Döpke, Jörg
;
Pierdzioch, Christian
- In:
Konjunkturpolitik : applied economics quarterly ; …
47
(
2001
)
3
,
pp. 200-213
Persistent link: https://www.econbiz.de/10001680940
Saved in:
5
Stock market dispersion, sectoral shocks, and the German business cycle
Döpke, Jörg
-
2000
Persistent link: https://www.econbiz.de/10013261073
Saved in:
6
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:
7
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
8
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
9
Forecasting
the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
10
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->