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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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ARCH-Modell
Time series analysis
Volatility
Forecasting model
87
Prognoseverfahren
87
Estimation
62
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62
Volatilität
62
Theorie
53
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53
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40
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
213
Gil-Alaña, Luis A.
187
McAleer, Michael
106
Bahmani-Oskooee, Mohsen
99
Tiwari, Aviral Kumar
99
Caporale, Guglielmo Maria
95
Phillips, Peter C. B.
91
Bouri, Elie
89
Ma, Feng
89
Franses, Philip Hans
82
Hammoudeh, Shawkat
74
McMillan, David G.
69
Wohar, Mark E.
65
Taylor, Robert
64
Kang, Sang Hoon
59
Serletis, Apostolos
59
Bollerslev, Tim
58
Leybourne, Stephen James
56
Moosa, Imad A.
54
Balcilar, Mehmet
52
Mensi, Walid
52
Wang, Yudong
52
Koopman, Siem Jan
51
Xuan Vinh Vo
51
Engle, Robert F.
50
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50
Perron, Pierre
47
Ghysels, Eric
46
Apergēs, Nikolaos
45
Chang, Tsangyao
45
Harvey, Andrew C.
45
Kumar, Dilip
45
Linton, Oliver
44
Narayan, Paresh Kumar
43
Brooks, Robert
42
Demirer, Rıza
42
Salisu, Afees A.
42
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41
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41
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The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
6
Finance research letters
4
International review of economics & finance : IREF
4
Annals of financial economics
3
Applied economics letters
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
71
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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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