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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Forecast"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Forecast
Time series analysis
Volatility
Forecasting model
87
Prognoseverfahren
87
Estimation
62
Schätzung
62
Volatilität
62
Theorie
53
Theory
53
Capital income
40
Kapitaleinkommen
40
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39
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39
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39
Welt
30
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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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18
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forecasting
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100
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135
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100
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4
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English
German
5
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
228
Gil-Alaña, Luis A.
189
Bahmani-Oskooee, Mohsen
97
Ma, Feng
95
Tiwari, Aviral Kumar
95
McAleer, Michael
94
Caporale, Guglielmo Maria
92
Bouri, Elie
91
Phillips, Peter C. B.
91
Franses, Philip Hans
89
Wohar, Mark E.
72
Hammoudeh, Shawkat
71
McMillan, David G.
71
Taylor, Robert
64
Wang, Yudong
64
Bollerslev, Tim
57
Moosa, Imad A.
57
Kang, Sang Hoon
56
Leybourne, Stephen James
55
Koopman, Siem Jan
50
Mensi, Walid
50
Narayan, Paresh Kumar
50
Serletis, Apostolos
50
Balcilar, Mehmet
49
Ghysels, Eric
49
Salisu, Afees A.
49
Xuan Vinh Vo
49
Zhang, Yaojie
49
Perron, Pierre
47
Apergēs, Nikolaos
46
Teräsvirta, Timo
46
Harvey, Andrew C.
45
Kumar, Dilip
45
Chang, Tsangyao
44
Engle, Robert F.
43
Andersen, Torben
41
Demirer, Rıza
40
Corbet, Shaen
39
Hegerty, Scott W.
39
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The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
Energy economics
7
Finance research letters
4
International review of economics & finance : IREF
4
The European journal of finance
4
Annals of financial economics
3
Economics letters
3
Journal of econometrics
3
Applied financial economics
2
International Journal of Financial Studies : open access journal
2
International journal of forecasting
2
Journal of financial markets
2
Journal of forecasting
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
Economic modelling
1
Economic systems
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International journal of hospitality management
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Japan and the world economy : international journal of theory and policy
1
Journal of banking & finance
1
Journal of behavioral and experimental economics
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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ECONIS (ZBW)
100
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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
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:
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
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