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~language:"deu"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation
Volatility
Forecasting model
89
Prognoseverfahren
89
Volatilität
67
Schätzung
63
Theorie
62
Theory
62
Börsenkurs
40
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40
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40
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40
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32
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31
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forecasting
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101
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101
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4
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
266
Bahmani-Oskooee, Mohsen
195
Gil-Alaña, Luis A.
141
Tiwari, Aviral Kumar
123
Caporale, Guglielmo Maria
117
Wohar, Mark E.
108
Chang, Tsangyao
100
Bouri, Elie
99
Apergēs, Nikolaos
96
Ma, Feng
96
Hammoudeh, Shawkat
93
McAleer, Michael
91
Narayan, Paresh Kumar
89
McMillan, David G.
81
Zaremba, Adam
74
Serletis, Apostolos
72
Belke, Ansgar
71
Lee, Chien-chiang
70
Xuan Vinh Vo
69
Balcilar, Mehmet
65
Kang, Sang Hoon
65
Shahbaz, Muhammad
65
Salisu, Afees A.
63
Wang, Yudong
61
Bollerslev, Tim
58
Mensi, Walid
58
Su, Chi-Wei
57
Herwartz, Helmut
56
Kumbhakar, Subal
56
Hamori, Shigeyuki
55
Hsing, Yu
54
Moosa, Imad A.
54
Wagner, Joachim
54
Brooks, Robert
53
Kutan, Ali Mustafa
53
Demirer, Rıza
51
Zhang, Yaojie
51
Egger, Peter
49
Faff, Robert W.
49
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The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
7
Finance research letters
7
Applied economics letters
6
International review of economics & finance : IREF
4
The European journal of finance
4
Journal of econometrics
3
Journal of forecasting
3
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
3
Annals of financial economics
2
Applied economics
2
Applied financial economics letters
2
Economics letters
2
International economics and economic policy : IEEP
2
International review of financial analysis
2
Journal of financial markets
2
Journal of international money and finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Swiss journal of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Applied economics quarterly
1
Applied financial economics
1
Computational economics
1
Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
European journal of political economy
1
Financial innovation : FIN
1
German economic review
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Journal of Financial Studies : open access journal
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International journal of finance & economics : IJFE
1
International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economics & business
1
Journal of international financial markets, institutions & money
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
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
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ECONIS (ZBW)
101
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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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