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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Capital income"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Capital income
Time series analysis
Volatility
Forecasting model
87
Prognoseverfahren
87
Estimation
62
Schätzung
62
Volatilität
62
Theorie
53
Theory
53
Kapitaleinkommen
40
Börsenkurs
39
Forecast
39
Prognose
39
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39
Welt
30
World
30
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28
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28
Forecasting
27
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26
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26
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25
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25
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23
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23
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18
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17
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16
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forecasting
16
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16
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15
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15
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87
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87
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
259
Gil-Alaña, Luis A.
196
Tiwari, Aviral Kumar
114
McMillan, David G.
107
Bouri, Elie
105
Caporale, Guglielmo Maria
105
Wohar, Mark E.
102
Ma, Feng
101
Zaremba, Adam
101
Bahmani-Oskooee, Mohsen
98
McAleer, Michael
94
Phillips, Peter C. B.
93
Franses, Philip Hans
86
Narayan, Paresh Kumar
86
Hammoudeh, Shawkat
84
Taylor, Robert
68
Moosa, Imad A.
66
Xuan Vinh Vo
64
Wang, Yudong
63
Faff, Robert W.
61
Kang, Sang Hoon
61
Balcilar, Mehmet
60
Apergēs, Nikolaos
58
Bollerslev, Tim
58
Brooks, Robert
58
Demirer, Rıza
57
Leybourne, Stephen James
57
Salisu, Afees A.
55
Mensi, Walid
54
Bali, Turan G.
53
Nguyen, Duc Khuong
52
Zhang, Yaojie
52
Serletis, Apostolos
51
Ghysels, Eric
50
Koopman, Siem Jan
50
Chang, Tsangyao
49
Kumar, Dilip
49
Fabozzi, Frank J.
48
Perron, Pierre
48
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The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
7
Energy economics
6
International review of economics & finance : IREF
4
The European journal of finance
4
Annals of financial economics
3
Applied economics letters
3
Journal of econometrics
3
Journal of forecasting
3
Applied financial economics
2
International economics and economic policy : IEEP
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Applied financial economics letters
1
Computational economics
1
Econometrics : open access journal
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of political economy
1
Financial innovation : FIN
1
German economic review
1
Global finance journal
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
International journal of hospitality management
1
Journal of economics & business
1
Journal of empirical finance
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
Kredit und Kapital
1
Macroeconomic dynamics
1
Research in international business and finance
1
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ECONIS (ZBW)
87
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87
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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 stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
10
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:
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