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~language:"eng"
~language:"swe"
~person:"Pierdzioch, Christian"
~subject:"Estimation"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Estimation
United States
Forecasting model
82
Prognoseverfahren
82
Schätzung
51
Theorie
47
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47
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40
Volatilität
40
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Pierdzioch, Christian
Bahmani-Oskooee, Mohsen
249
Gupta, Rangan
245
Cebula, Richard J.
185
Gil-Alaña, Luis A.
171
Wohar, Mark E.
129
Apergēs, Nikolaos
119
Caporale, Guglielmo Maria
110
Neumark, David
108
Chang, Tsangyao
107
Viscusi, W. Kip
102
Uri, Noel Dean
97
Tiwari, Aviral Kumar
95
Poterba, James M.
93
Payne, James E.
92
Gruber, Jonathan
90
Narayan, Paresh Kumar
89
Serletis, Apostolos
86
Madura, Jeff
84
Glaeser, Edward L.
82
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82
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81
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81
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78
Lee, Chien-chiang
78
Hsing, Yu
77
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76
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76
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75
Mishra, Ashok K.
75
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74
Auerbach, Alan J.
73
Cutler, David M.
73
Belke, Ansgar
72
Goel, Rajeev K.
72
Mixon, Franklin G.
72
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71
Feldstein, Martin S.
70
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69
Hammoudeh, Shawkat
67
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Applied economics letters
6
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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European journal of political economy
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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
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:
3
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:
4
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:
5
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
6
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
7
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:
8
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
9
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:
10
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
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