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~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"Schätzung"
~subject:"Shock"
~type_genre:"Article in journal"
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Schätzung
Shock
Forecasting model
82
Prognoseverfahren
82
Estimation
51
Theorie
47
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47
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40
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40
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38
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Pierdzioch, Christian
Gupta, Rangan
202
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
130
Chang, Tsangyao
98
Caporale, Guglielmo Maria
93
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90
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86
Tiwari, Aviral Kumar
83
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82
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66
Lee, Chien-chiang
65
Zaremba, Adam
63
Shahbaz, Muhammad
59
Kumbhakar, Subal
57
Balcilar, Mehmet
55
Serletis, Apostolos
55
Herwartz, Helmut
53
Su, Chi-Wei
53
Hsing, Yu
50
Moosa, Imad A.
50
Wagner, Joachim
50
Hammoudeh, Shawkat
49
Egger, Peter
47
McMillan, David G.
46
Payne, James E.
45
Xuan Vinh Vo
45
Holmes, Mark J.
43
Salisu, Afees A.
43
McAleer, Michael
42
Narayan, Seema
41
Jalles, João Tovar
40
Kutan, Ali Mustafa
40
Tsionas, Efthymios G.
40
Afonso, António
38
Ma, Feng
38
MacDonald, Ronald
38
Smyth, Russell
38
Bouri, Elie
37
Hamori, Shigeyuki
36
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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 economics and economic policy : IEEP
3
The European journal of finance
3
International review of economics & finance : IREF
2
International review of financial analysis
2
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Swiss journal of economics and statistics
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Applied economics quarterly
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European journal of political economy
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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1
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Kredit und Kapital
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Oxford economic papers
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Research in international business and finance
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ECONIS (ZBW)
63
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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
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:
6
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:
7
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:
8
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
Saved in:
9
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:
10
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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