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~language:"deu"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Business cycle"
~subject:"Volatility"
~type_genre:"Article in journal"
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Business cycle
Volatility
Forecasting model
89
Prognoseverfahren
89
Volatilität
67
Estimation
63
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63
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62
Theory
62
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40
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
178
Scheide, Joachim
123
Kuntze, Oscar-Erich
97
Bouri, Elie
87
Ma, Feng
87
Boss, Alfred
82
Bahmani-Oskooee, Mohsen
74
McAleer, Michael
73
Hammoudeh, Shawkat
70
Nierhaus, Wolfgang
67
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65
Tiwari, Aviral Kumar
60
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58
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55
Schatz, Klaus-Werner
55
Kang, Sang Hoon
54
Marterbauer, Markus
54
Bollerslev, Tim
51
Caporale, Guglielmo Maria
51
McMillan, David G.
51
Döpke, Jörg
48
Hinze, Jörg
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Mensi, Walid
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Ludwig, Udo
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Gil-Alaña, Luis A.
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Langfeldt, Enno
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Wang, Yudong
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Xuan Vinh Vo
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Serletis, Apostolos
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Balcilar, Mehmet
42
Michelsen, Claus
42
Demirer, Rıza
40
Zhang, Yaojie
40
Andersen, Torben
39
Corbet, Shaen
38
Narayan, Paresh Kumar
38
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37
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The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
6
International review of economics & finance : IREF
5
Finance research letters
3
Journal of econometrics
3
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Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
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German economic review
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The Korean economic review
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ECONIS (ZBW)
75
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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
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:
3
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:
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
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:
6
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:
7
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:
8
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
Saved in:
9
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
10
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
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