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person:"Fritsche, Ulrich"
subject:"Prognoseverfahren"
~person:"Pierdzioch, Christian"
~subject:"Capital income"
~subject:"Phillips curve"
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Prognoseverfahren
Capital income
Phillips curve
Estimation
163
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Deutschland
74
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74
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62
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52
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Fritsche, Ulrich
Pierdzioch, Christian
Gupta, Rangan
115
Zaremba, Adam
69
Marcellino, Massimiliano
60
McMillan, David G.
52
Pesaran, M. Hashem
52
McAleer, Michael
45
Timmermann, Allan
45
Bollerslev, Tim
41
Caporale, Guglielmo Maria
40
Döpke, Jörg
36
Diebold, Francis X.
34
Ma, Feng
33
Engle, Robert F.
31
Wohar, Mark E.
31
Sala, Hector
30
Bohl, Martin T.
29
Swanson, Norman R.
29
Bali, Turan G.
28
Clark, Todd E.
28
Härdle, Wolfgang
28
Karanassou, Marika
28
Zhou, Guofu
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Kapetanios, George
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Narayan, Paresh Kumar
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Franses, Philip Hans
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Ghysels, Eric
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Gil-Alaña, Luis A.
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Guidolin, Massimo
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Wang, Yudong
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Kilian, Lutz
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Koopman, Siem Jan
25
Schorfheide, Frank
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Siliverstovs, Boriss
25
Todorov, Viktor
25
Herwartz, Helmut
24
Campbell, John Y.
23
Huber, Florian
23
Kim, Hyeongwoo
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1
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
4
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
5
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
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
8
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
9
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
10
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
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