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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Forecasting"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Forecasting
USA
Volatility
Forecasting model
87
Prognoseverfahren
87
Estimation
62
Schätzung
62
Volatilität
62
Theorie
53
Theory
53
Capital income
40
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40
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39
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39
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39
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39
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30
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28
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26
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forecasting
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
253
Cebula, Richard J.
174
Bahmani-Oskooee, Mohsen
163
Wohar, Mark E.
110
Neumark, David
104
Gil-Alaña, Luis A.
101
Viscusi, W. Kip
100
Bouri, Elie
98
Uri, Noel Dean
97
Poterba, James M.
94
Ma, Feng
88
Gruber, Jonathan
87
Hammoudeh, Shawkat
86
McAleer, Michael
86
Madura, Jeff
82
Apergēs, Nikolaos
79
Partridge, Mark D.
79
Caporale, Guglielmo Maria
78
Glaeser, Edward L.
78
Krueger, Alan B.
77
Serletis, Apostolos
77
Tiwari, Aviral Kumar
76
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
72
Cutler, David M.
70
Feldstein, Martin S.
70
Payne, James E.
70
Jorgenson, Dale Weldeau
69
Card, David E.
68
Mishra, Ashok K.
68
Mixon, Franklin G.
68
Sirmans, Clemon F.
68
McMillan, David G.
66
Audretsch, David B.
65
Slemrod, Joel
65
Fabozzi, Frank J.
64
Goodwin, Barry K.
64
Bollerslev, Tim
63
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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
Applied economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of econometrics
3
Journal of forecasting
3
The European journal of finance
3
Annals of financial economics
2
Economics letters
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 economics & business
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
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Applied financial economics letters
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Banking and finance review
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Credit and capital markets : Kredit und Kapital
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Financial innovation : FIN
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German economic review
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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International Journal of Financial Studies : open access journal
1
International economics and economic policy : IEEP
1
International journal of economics and finance
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of behavioral and experimental economics
1
Journal of empirical finance
1
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ECONIS (ZBW)
99
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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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