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~language:"eng"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"World"
~type_genre:"Article in journal"
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Estimation
Kapitaleinkommen
World
Forecasting model
82
Prognoseverfahren
82
Schätzung
51
Theorie
47
Theory
47
Volatility
40
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40
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Pierdzioch, Christian
Gupta, Rangan
273
Bahmani-Oskooee, Mohsen
175
Gil-Alaña, Luis A.
150
Apergēs, Nikolaos
134
Tiwari, Aviral Kumar
132
Wohar, Mark E.
132
Narayan, Paresh Kumar
126
Lee, Chien-chiang
123
Caporale, Guglielmo Maria
122
Chang, Tsangyao
110
Zaremba, Adam
109
Bouri, Elie
106
Eichengreen, Barry
102
Hammoudeh, Shawkat
97
Faff, Robert W.
92
Egger, Peter
91
McMillan, David G.
89
Xuan Vinh Vo
88
Shahbaz, Muhammad
86
Hassan, M. Kabir
85
Lucey, Brian M.
82
Su, Chi-Wei
78
Kutan, Ali Mustafa
76
Aizenman, Joshua
75
Moosa, Imad A.
75
Haan, Jakob de
74
Ma, Feng
73
Belke, Ansgar
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Balcilar, Mehmet
70
Brooks, Robert
70
Demirgüç-Kunt, Asli
70
Dreher, Axel
68
Goel, Rajeev K.
67
Salisu, Afees A.
66
Rose, Andrew
65
Serletis, Apostolos
65
McAleer, Michael
64
Shahzad, Syed Jawad Hussain
64
Kumbhakar, Subal
62
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Applied economics letters
6
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6
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6
International review of financial analysis
3
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3
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3
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German economic review
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International review of economics & finance : IREF
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Journal of the Operational Research Society
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Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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Kredit und Kapital
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Research in international business and finance
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Review of economics
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Structural change and economic dynamics : SC+ED
1
The empirical economics letters : a monthly international journal of economics
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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 state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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