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subject:"Aktienmarkt"
subject:"Time series analysis"
~person:"Pierdzioch, Christian"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Time series analysis
Estimation
52
Schätzung
52
Forecasting model
28
Prognoseverfahren
28
Volatility
22
Volatilität
22
Börsenkurs
20
Share price
20
Capital income
19
Kapitaleinkommen
19
Deutschland
15
Germany
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11
Welt
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World
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Theory
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forecasting
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Regressionsanalyse
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realized volatility
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Aufsatz in Zeitschrift
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Pierdzioch, Christian
Gil-Alaña, Luis A.
88
Gupta, Rangan
62
Caporale, Guglielmo Maria
47
Tiwari, Aviral Kumar
37
Chang, Tsangyao
26
Zaremba, Adam
26
Wohar, Mark E.
23
McMillan, David G.
20
Narayan, Paresh Kumar
20
Ma, Feng
19
Moosa, Imad A.
19
Balcilar, Mehmet
17
Sehgal, Sanjay
17
Chiang, Thomas C.
15
Bahmani-Oskooee, Mohsen
14
Koopman, Siem Jan
14
Salisu, Afees A.
14
Brooks, Robert
13
Ramírez, Miguel D.
13
Yoon, Seong-min
13
Hammoudeh, Shawkat
12
Jawadi, Fredj
12
Ranjbar, Omid
12
Tauchen, George Eugene
12
Xuan Vinh Vo
12
Bekiros, Stelios
11
Bouri, Elie
11
Demirer, Rıza
11
Lee, Chien-chiang
11
Li, Jia
11
Todorov, Viktor
11
Zhang, Yaojie
11
Österholm, Pär
11
Bollerslev, Tim
10
Chan, Joshua
10
Kang, Sang Hoon
10
Lyócsa, Štefan
10
McAleer, Michael
10
Narayan, Seema
10
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Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Finance research letters
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of economics & business
1
Research in international business and finance
1
The European journal of finance
1
The empirical economics letters : a monthly international journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
14
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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
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:
3
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
4
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:
5
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
6
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
7
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:
8
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
10
The international business cycle and gold-price fluctuations
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 292-305
Persistent link: https://www.econbiz.de/10010468016
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