Christian Pierdzioch

University of the German Federal Armed Forces - Department of Economics

Holstenhofweg 85

Hamburg, 22043

Germany

SCHOLARLY PAPERS

9

DOWNLOADS

767

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

A Boosting Approach to Forecasting the Volatility of Gold-Price Fluctuations Under Flexible Loss

Number of pages: 41 Posted: 23 Oct 2014 Last Revised: 12 Nov 2015
Christian Pierdzioch, Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 143 (213,539)

Abstract:

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Volatility of gold-price fluctuations; Real-time forecasting; Boosting approach

2.

A Machine-Learning Analysis of the Rationality of Aggregate Stock-Market Forecasts

Number of pages: 26 Posted: 06 Apr 2016 Last Revised: 30 Nov 2016
Christian Pierdzioch and Marian Risse
University of the German Federal Armed Forces - Department of Economics and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 118 (247,768)

Abstract:

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Stock market, Survey forecasts, Rationality test, Machine-learning algorithm

3.

On the Short-Term Predictability of Stock Returns: A Quantile Boosting Approach

Number of pages: 15 Posted: 17 Oct 2016
Riza Demirer, Christian Pierdzioch and Huacheng Zhang
Southern Illinois University Edwardsville - Department of Economics & Finance, University of the German Federal Armed Forces - Department of Economics and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 101 (276,295)

Abstract:

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Stock returns, Predictability, Quantile boosting

4.

A Quantile-Boosting Approach to Forecasting Gold Returns

Number of pages: 26 Posted: 02 May 2015 Last Revised: 19 Jul 2015
Christian Pierdzioch, Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 92 (293,648)

Abstract:

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Quantile-boosting approach, Forecasting, Asymmetric loss, Gold price, Informational efficiency

5.

Are Precious Metals a Hedge Against Exchange-Rate Movements? An Empirical Exploration Using Bayesian Additive Regression Trees

Number of pages: 25 Posted: 14 Aug 2015 Last Revised: 02 Feb 2016
Christian Pierdzioch, Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 87 (304,104)

Abstract:

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Precious metals, Exchange-rate movements, BART, Hedging, Safe haven

6.

Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach

Number of pages: 32 Posted: 15 Jun 2016
Matteo Bonato, Riza Demirer, Rangan Gupta and Christian Pierdzioch
University of Johannesburg - Department of Economics and Econometrics, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Pretoria - Department of Economics and University of the German Federal Armed Forces - Department of Economics
Downloads 69 (347,828)

Abstract:

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Gold futures returns, Realized volatility, Realized skewness, Forecasting, Quantile

7.

Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy

Number of pages: 28 Posted: 23 Oct 2014 Last Revised: 03 Jun 2015
Christian Pierdzioch, Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 66 (356,244)
Citation 1

Abstract:

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Gold price; Real-time forecasting; Real exchange rate; Real interest rates; Behavioral finance approach

8.

Forecasting Precious Metal Returns with Multivariate Random Forests

Number of pages: 20 Posted: 27 Apr 2018
Christian Pierdzioch and Marian Risse
University of the German Federal Armed Forces - Department of Economics and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 50 (406,909)
Citation 1

Abstract:

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Precious metals, Forecasting, Random forests

9.

A Bayesian Analysis of the Efficiency of Growth and Inflation Forecasts for Germany

Number of pages: 38 Posted: 19 Jul 2017 Last Revised: 20 Apr 2018
Christoph Behrens, Christian Pierdzioch and Marian Risse
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Department of Economics and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 41 (440,734)
Citation 1

Abstract:

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Forecast Efficiency, Bayesian Modeling, Regression Trees