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A quantile-boosting approach to forecasting gold returns

Pierdzioch, Christian; Risse, Marian - In: The North American journal of economics and finance : a … 35 (2016), pp. 38-55

Persistent link: https://www.econbiz.de/10011672283

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

Gold Futures Returns and Realized Moments : A Forecasting Experiment Using a Quantile-Boosting Approach

Bonato, Matteo - 2016

of realized volatility and skewness for gold futures returns. Controlling for several widely studied market- and …

Persistent link: https://www.econbiz.de/10012989028

Forecasting precious metal returns with multivariate random forests

Pierdzioch, Christian; Risse, Marian - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1167-1184

Persistent link: https://www.econbiz.de/10012219543

Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: International review of finance : the official journal … 22 (2022) 3, pp. 540-550

Persistent link: https://www.econbiz.de/10013413249

Do Local Analysts Have an Informational Advantage in Forecasting Stock Returns? Evidence from the German DAX30

Hendricks, Torben - 2010

Utilizing data from the German DAX30 stock index, we investigate whether local analysts have an informational advantage in forecasting stock returns. We analyze whether banks' buy and sell recommendations improve on the out-of-sample predictability of daily stock returns and the market-timing...

Persistent link: https://www.econbiz.de/10013142060

Business Cycle Volatility in Germany

Buch, Claudia M.; Doepke, Joerg; Pierdzioch, Christian - 2002

Stylized facts suggest that output volatility in OECD countries has declined in recent years. However, the causes and … structural breaks in the dynamics and the volatility of the real output process in Germany can be detected. We report evidence … that output volatility has declined in Germany. Yet, this decline in output volatility is not as clear-cut as it is in the …

Persistent link: https://www.econbiz.de/10010260526

The effectiveness of the FX market interventions of the Bundesbank during the Louvre Period : an options-based analysis

Pierdzioch, Christian - 2000

Persistent link: https://www.econbiz.de/10004593604

The growth and volatility of international capital flows : reconciling the evidence

Buch, Claudia M.; Pierdzioch, Christian - In: The world's new financial landscape : challenges for …, (pp. 3-53). 2001

Persistent link: https://www.econbiz.de/10001608139

The integration of imperfect financial markets : implications for business cycle volatility

Buch, Claudia M.; Pierdzioch, Christian - 2003

Persistent link: https://www.econbiz.de/10001760360