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subject:"Finanzanalyse"
subject:"Forecasting model"
~person:"Pierdzioch, Christian"
~subject:"Germany"
~subject:"Share price"
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Finanzanalyse
Forecasting model
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Estimation
116
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116
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50
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50
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46
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Pierdzioch, Christian
Wagner, Joachim
259
Schnabel, Claus
127
Gupta, Rangan
120
Fitzenberger, Bernd
111
Bauer, Thomas K.
98
Riphahn, Regina T.
93
Caporale, Guglielmo Maria
87
Fritsch, Michael
87
Kaiser, Ulrich
85
Bellmann, Lutz
76
Zimmermann, Klaus F.
75
Schmidt, Christoph M.
73
Döpke, Jörg
67
McAleer, Michael
66
Schank, Thorsten
66
Bohl, Martin T.
64
Caliendo, Marco
62
Czarnitzki, Dirk
62
Merz, Joachim
60
Pesaran, M. Hashem
59
Buch, Claudia M.
58
Pfeiffer, Friedhelm
58
Steiner, Viktor
58
Marcellino, Massimiliano
57
Winkelmann, Rainer
57
Addison, John T.
56
Hautsch, Nikolaus
56
Gil-Alaña, Luis A.
55
Frondel, Manuel
54
Härdle, Wolfgang
53
Puhani, Patrick A.
53
Belke, Ansgar
52
Kraft, Kornelius
51
Biewen, Martin
50
McMillan, David G.
50
Zaremba, Adam
50
Timmermann, Allan
49
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48
Hujer, Reinhard
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ECONIS (ZBW)
87
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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
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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