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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Forecasting"
~subject:"Schock"
~subject:"Volatility"
~type_genre:"Article in journal"
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Forecasting
Schock
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
World
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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25
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25
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23
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23
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Shock
17
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Gold
16
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forecasting
16
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15
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92
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139
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122
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92
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3
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3
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1
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
201
Bouri, Elie
90
Ma, Feng
88
Hammoudeh, Shawkat
76
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
67
Wohar, Mark E.
62
Kang, Sang Hoon
54
Bollerslev, Tim
52
McMillan, David G.
52
Wang, Yudong
50
Mensi, Walid
48
Xuan Vinh Vo
47
Caporale, Guglielmo Maria
46
Kumar, Dilip
44
Salisu, Afees A.
44
Ji, Qiang
43
Balcilar, Mehmet
42
Demirer, Rıza
41
Zhang, Yaojie
41
Apergēs, Nikolaos
40
Narayan, Paresh Kumar
40
Andersen, Torben
39
Corbet, Shaen
39
Serletis, Apostolos
39
Liang, Chao
38
Lucey, Brian M.
38
Chevallier, Julien
37
Gil-Alaña, Luis A.
37
Wei, Yu
37
Ryu, Doojin
36
Hegerty, Scott W.
35
Yin, Libo
35
Yoon, Seong-min
35
Todorov, Viktor
34
Hamori, Shigeyuki
33
Roubaud, David
33
Umar, Zaghum
33
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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 economics and economic policy : IEEP
2
International review of financial analysis
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
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
1
Applied financial economics letters
1
Computational economics
1
Economic modelling
1
Economic systems
1
Financial innovation : FIN
1
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Journal of Financial Studies : open access journal
1
International economic journal
1
International journal of finance & economics : IJFE
1
International journal of forecasting
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 economic behavior & organization : JEBO
1
Journal of economics & business
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
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
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ECONIS (ZBW)
92
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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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