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~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Börsenkurs
Forecasting model
Prognoseverfahren
82
Estimation
51
Schätzung
51
Theorie
47
Theory
47
Volatility
40
Volatilität
40
Forecast
38
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forecasting
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Pierdzioch, Christian
Gupta, Rangan
256
Ma, Feng
99
Wohar, Mark E.
87
Narayan, Paresh Kumar
86
McMillan, David G.
80
Zaremba, Adam
77
Timmermann, Allan
71
Clements, Michael P.
70
Franses, Philip Hans
67
Wang, Yudong
63
Baghestani, Hamid
58
Ryu, Doojin
58
Zhang, Yaojie
58
Fildes, Robert
57
Marcellino, Massimiliano
53
Tiwari, Aviral Kumar
53
Balcilar, Mehmet
51
Madura, Jeff
51
Salisu, Afees A.
50
Bouri, Elie
49
Hammoudeh, Shawkat
48
McAleer, Michael
46
Stekler, Herman O.
46
Caporale, Guglielmo Maria
45
Faff, Robert W.
44
Demirer, Rıza
43
Moosa, Imad A.
43
Zhang, Wei
43
Gil-Alaña, Luis A.
42
Petropoulos, Fotios
42
Wang, Shouyang
42
Chan, Kam C.
40
Goodwin, Paul
40
Nikolopoulos, Konstantinos
40
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Apergēs, Nikolaos
37
Liang, Chao
37
Xiong, Xiong
37
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Applied economics letters
12
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6
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of forecasting
4
Applied economics
3
Applied financial economics
3
Economics letters
3
International journal of forecasting
3
International review of financial analysis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
International economic journal
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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2
Annals of financial economics
1
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1
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1
Banking and finance review
1
Credit and capital markets : Kredit und Kapital
1
Economic modelling
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Economic systems
1
Economies : open access journal
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European journal of political economy
1
Financial innovation : FIN
1
German economic review
1
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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International journal of finance & economics : IJFE
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Japan and the world economy : international journal of theory and policy
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Journal of banking & finance
1
Journal of behavioral and experimental economics
1
Journal of economics & business
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of the Operational Research Society
1
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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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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