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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Gil-Alaña, Luis A."
~person:"Pierdzioch, Christian"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Time series analysis
Volatility
Zeitreihenanalyse
190
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188
Schätzung
188
Theorie
112
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112
USA
103
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103
Forecasting model
92
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Chang, Chia-Lin
Gil-Alaña, Luis A.
Pierdzioch, Christian
Gupta, Rangan
209
Bahmani-Oskooee, Mohsen
97
Tiwari, Aviral Kumar
95
McAleer, Michael
92
Caporale, Guglielmo Maria
91
Phillips, Peter C. B.
91
Bouri, Elie
89
Ma, Feng
89
Franses, Philip Hans
82
Hammoudeh, Shawkat
70
Taylor, Robert
64
Wohar, Mark E.
64
McMillan, David G.
63
Bollerslev, Tim
56
Kang, Sang Hoon
56
Leybourne, Stephen James
55
Moosa, Imad A.
54
Koopman, Siem Jan
50
Mensi, Walid
50
Serletis, Apostolos
50
Wang, Yudong
50
Balcilar, Mehmet
49
Perron, Pierre
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Xuan Vinh Vo
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Teräsvirta, Timo
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Ghysels, Eric
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Harvey, Andrew C.
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Kumar, Dilip
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Chang, Tsangyao
44
Apergēs, Nikolaos
43
Engle, Robert F.
42
Narayan, Paresh Kumar
42
Andersen, Torben
41
Salisu, Afees A.
41
Zhang, Yaojie
40
Corbet, Shaen
39
Hegerty, Scott W.
39
Demirer, Rıza
38
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Applied economics
18
Applied economics letters
15
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International review of economics & finance : IREF
7
Tourism economics : the business and finance of tourism and recreation
7
Journal of forecasting
6
Research in international business and finance
6
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of economics and finance
4
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Journal of international money and finance
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The European journal of finance
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Annals of financial economics
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Empirica : journal of european economics
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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European review of economics and finance
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International journal of theoretical and applied finance
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International review of financial analysis
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Journal of econometrics
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African journal of economic and sustainable development
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Applied financial economics letters
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CBN journal of applied statistics
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Computational economics
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Economics letters
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German economic review
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International Journal of Financial Studies : open access journal
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Journal of economic studies
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Journal of financial markets
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
256
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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
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
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
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
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
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:
10
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
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