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~language:"deu"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Ji, Qiang"
~person:"Pierdzioch, Christian"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Forecasting model
99
Prognoseverfahren
99
Volatilität
99
Estimation
79
Schätzung
79
Welt
74
World
74
Theorie
69
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69
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50
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50
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49
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49
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48
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43
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111
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99
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3
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Chang, Chia-Lin
Ji, Qiang
Pierdzioch, Christian
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Caporale, Guglielmo Maria
41
Zhang, Yaojie
40
Andersen, Torben
39
Corbet, Shaen
38
Demirer, Rıza
38
Wei, Yu
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Todorov, Viktor
34
Liang, Chao
33
Roubaud, David
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
Serletis, Apostolos
30
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Energy economics
17
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
8
International review of economics & finance : IREF
5
International review of financial analysis
4
Journal of forecasting
4
Research in international business and finance
4
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3
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3
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2
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2
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2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
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2
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1
Applied financial economics letters
1
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Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Economics letters
1
Financial innovation : FIN
1
Financial management : FM
1
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Journal of Financial Studies : open access journal
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International economics and economic policy : IEEP
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International journal of forecasting
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1
Journal of economics & business
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Macroeconomic dynamics
1
OPEC energy review
1
Risks : open access journal
1
The Korean economic review
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
99
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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
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
3
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
4
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:
5
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:
6
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:
7
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
8
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:
9
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
10
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
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