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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Forecasting"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Article in journal"
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Forecasting
Prognoseverfahren
Volatility
Forecasting model
87
Estimation
62
Schätzung
62
Volatilität
62
Theorie
53
Theory
53
Capital income
40
Kapitaleinkommen
40
Börsenkurs
39
Forecast
39
Prognose
39
Share price
39
Welt
30
World
30
USA
28
United States
28
Deutschland
26
Germany
26
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25
Wechselkurs
25
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23
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23
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18
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18
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ARCH-Modell
17
Schock
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Shock
17
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Gold
16
Monetary policy
16
Oil price
16
forecasting
16
Ölpreis
16
Business cycle
15
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15
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14
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Undetermined
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8
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Article
128
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Working Paper
150
Graue Literatur
138
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138
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136
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128
Aufsatz im Buch
3
Book section
3
Konferenzschrift
2
Conference paper
1
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1
Konferenzbeitrag
1
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Language
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English
German
7
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
274
Ma, Feng
103
Bouri, Elie
95
McAleer, Michael
86
McMillan, David G.
85
Wohar, Mark E.
83
Bahmani-Oskooee, Mohsen
72
Clements, Michael P.
72
Franses, Philip Hans
71
Wang, Yudong
70
Hammoudeh, Shawkat
67
Tiwari, Aviral Kumar
62
Baghestani, Hamid
60
Zhang, Yaojie
60
Balcilar, Mehmet
58
Narayan, Paresh Kumar
58
Fildes, Robert
57
Timmermann, Allan
57
Bollerslev, Tim
56
Salisu, Afees A.
56
Kang, Sang Hoon
55
Marcellino, Massimiliano
55
Mensi, Walid
51
Xuan Vinh Vo
51
Zaremba, Adam
49
Wang, Shouyang
48
Demirer, Rıza
47
Caporale, Guglielmo Maria
46
Stekler, Herman O.
46
Kumar, Dilip
45
Chevallier, Julien
43
Andersen, Torben
42
Diebold, Francis X.
42
Petropoulos, Fotios
42
Fabozzi, Frank J.
41
Yin, Libo
41
Corbet, Shaen
40
Ghysels, Eric
40
Goodwin, Paul
40
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Applied economics letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
7
Energy economics
6
International journal of forecasting
5
International review of economics & finance : IREF
5
The European journal of finance
5
Applied economics
4
Economics letters
4
Journal of forecasting
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of financial analysis
3
Journal of econometrics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of financial economics
2
Applied financial economics
2
Economic modelling
2
German economic review
2
International Journal of Financial Studies : open access journal
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of international money and finance
2
Macroeconomic dynamics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Applied economics quarterly
1
Applied financial economics letters
1
Computational economics
1
Credit and capital markets : Kredit und Kapital
1
Economic systems
1
Economies : open access journal
1
Financial innovation : FIN
1
Global finance journal
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic journal
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International journal of hospitality management
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
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ECONIS (ZBW)
128
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1
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128
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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
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:
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
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:
9
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:
10
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
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