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subject:"Prognoseverfahren"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Aktienmarkt
Zeitreihenanalyse
Estimation
116
Schätzung
116
Volatility
50
Volatilität
50
Forecasting model
46
Börsenkurs
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Pierdzioch, Christian
Caporale, Guglielmo Maria
200
Gil-Alaña, Luis A.
194
Gupta, Rangan
138
Pesaran, M. Hashem
61
Koopman, Siem Jan
55
Marcellino, Massimiliano
55
McAleer, Michael
54
McMillan, David G.
48
Zaremba, Adam
45
Härdle, Wolfgang
43
Tiwari, Aviral Kumar
42
Narayan, Paresh Kumar
38
Franses, Philip Hans
37
Kapetanios, George
37
Diebold, Francis X.
35
Balcilar, Mehmet
34
Wohar, Mark E.
34
Ma, Feng
33
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32
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29
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29
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29
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28
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28
Gao, Jiti
28
Gil-Alana, Luis A.
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Kilian, Lutz
27
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26
Chang, Tsangyao
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Siliverstovs, Boriss
26
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26
Engle, Robert F.
25
Huber, Florian
25
Kim, Hyeongwoo
25
Schorfheide, Frank
25
Wang, Yudong
25
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Kiel working paper
8
Department of Economics working paper series
6
Kieler Arbeitspapiere
5
Applied economics letters
4
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4
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3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
61
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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
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