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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Forecasting"
~subject:"Konjunktur"
~subject:"Volatility"
~type_genre:"Article in journal"
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Forecasting
Konjunktur
Volatility
Forecasting model
87
Prognoseverfahren
87
Estimation
62
Schätzung
62
Volatilität
62
Theorie
53
Theory
53
Capital income
40
Kapitaleinkommen
40
Börsenkurs
39
Forecast
39
Prognose
39
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39
Welt
30
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30
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28
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28
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26
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26
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23
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forecasting
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89
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
195
Bouri, Elie
88
Ma, Feng
87
Bahmani-Oskooee, Mohsen
74
McAleer, Michael
73
Hammoudeh, Shawkat
72
Tiwari, Aviral Kumar
60
Wohar, Mark E.
60
Kang, Sang Hoon
54
McMillan, David G.
53
Bollerslev, Tim
52
Caporale, Guglielmo Maria
51
Wang, Yudong
49
Mensi, Walid
48
Gil-Alaña, Luis A.
45
Xuan Vinh Vo
45
Kumar, Dilip
44
Serletis, Apostolos
44
Balcilar, Mehmet
43
Zhang, Yaojie
41
Demirer, Rıza
40
Salisu, Afees A.
40
Andersen, Torben
39
Narayan, Paresh Kumar
39
Corbet, Shaen
38
Michelsen, Claus
38
Liang, Chao
37
Wei, Yu
37
Apergēs, Nikolaos
36
Chevallier, Julien
36
Hegerty, Scott W.
36
Ji, Qiang
36
Kandil, Magda
36
Yoon, Seong-min
36
Brooks, Robert
35
Ryu, Doojin
35
Lucey, Brian M.
34
Todorov, Viktor
34
Yin, Libo
34
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The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
6
International review of economics & finance : IREF
5
Finance research letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of econometrics
3
The European journal of finance
3
Annals of financial economics
2
Applied economics letters
2
Economics letters
2
International journal of forecasting
2
International review of financial analysis
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
2
Macroeconomic dynamics
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
Banking and finance review
1
Computational economics
1
Economic modelling
1
Economic systems
1
Financial innovation : FIN
1
German economic review
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Global finance journal
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Journal of Financial Studies : open access journal
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of banking & finance
1
Journal of behavioral and experimental economics
1
Journal of economics & business
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
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ECONIS (ZBW)
89
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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
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
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 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
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