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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~person:"Wohar, Mark E."
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Time series analysis
Volatility
Estimation
137
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137
Forecasting model
128
Prognoseverfahren
128
Volatilität
107
USA
97
United States
97
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Chang, Chia-Lin
Pierdzioch, Christian
Wohar, Mark E.
Gupta, Rangan
209
Gil-Alaña, Luis A.
187
Bahmani-Oskooee, Mohsen
97
Tiwari, Aviral Kumar
95
McAleer, Michael
92
Caporale, Guglielmo Maria
91
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91
Bouri, Elie
89
Ma, Feng
89
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82
Hammoudeh, Shawkat
70
Taylor, Robert
64
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63
Bollerslev, Tim
56
Kang, Sang Hoon
56
Leybourne, Stephen James
55
Moosa, Imad A.
54
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50
Mensi, Walid
50
Serletis, Apostolos
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50
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49
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Xuan Vinh Vo
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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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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
7
Finance research letters
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ECONIS (ZBW)
130
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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
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
3
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
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
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:
8
Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
Indian economic review : official journal of Delhi …
58
(
2023
),
pp. 359-398
Persistent link: https://www.econbiz.de/10014391781
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
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
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