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~language:"deu"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Forecasting model"
~subject:"Volatility"
~type_genre:"Article in journal"
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Forecasting model
Volatility
Prognoseverfahren
89
Volatilität
67
Estimation
63
Schätzung
63
Theorie
62
Theory
62
Börsenkurs
40
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forecasting
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
272
Ma, Feng
103
Bouri, Elie
95
McAleer, Michael
86
McMillan, David G.
85
Wohar, Mark E.
83
Bahmani-Oskooee, Mohsen
72
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71
Franses, Philip Hans
70
Wang, Yudong
70
Hammoudeh, Shawkat
67
Tiwari, Aviral Kumar
62
Baghestani, Hamid
60
Zhang, Yaojie
60
Balcilar, Mehmet
58
Narayan, Paresh Kumar
58
Fildes, Robert
57
Timmermann, Allan
57
Bollerslev, Tim
56
Salisu, Afees A.
56
Kang, Sang Hoon
55
Marcellino, Massimiliano
55
Mensi, Walid
51
Xuan Vinh Vo
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Wang, Shouyang
48
Demirer, Rıza
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Stekler, Herman O.
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Kumar, Dilip
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42
Diebold, Francis X.
42
Petropoulos, Fotios
42
Fabozzi, Frank J.
41
Yin, Libo
41
Corbet, Shaen
40
Ghysels, Eric
40
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Applied economics letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
7
Energy economics
6
International journal of forecasting
5
International review of economics & finance : IREF
5
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5
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4
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4
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3
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3
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
German economic review
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Journal of international money and finance
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Kredit und Kapital
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Macroeconomic dynamics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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ECONIS (ZBW)
132
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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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