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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Forecasting"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Forecasting
Volatility
Forecasting model
88
Prognoseverfahren
88
Volatilität
65
Estimation
64
Schätzung
64
Theorie
53
Theory
53
Capital income
40
Forecast
40
Kapitaleinkommen
40
Prognose
40
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39
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39
Welt
31
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31
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29
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27
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16
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forecasting
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15
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84
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
173
Bouri, Elie
89
Ma, Feng
87
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
66
Tiwari, Aviral Kumar
58
Bollerslev, Tim
56
Kang, Sang Hoon
53
McMillan, David G.
51
Wohar, Mark E.
51
Mensi, Walid
48
Wang, Yudong
48
Andersen, Torben
45
Xuan Vinh Vo
45
Kumar, Dilip
44
Caporale, Guglielmo Maria
41
Zhang, Yaojie
41
Salisu, Afees A.
39
Corbet, Shaen
38
Demirer, Rıza
38
Balcilar, Mehmet
37
Liang, Chao
37
Wei, Yu
37
Chevallier, Julien
36
Hegerty, Scott W.
36
Yoon, Seong-min
36
Lucey, Brian M.
34
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Asai, Manabu
31
Gil-Alaña, Luis A.
31
Hamori, Shigeyuki
31
Serletis, Apostolos
31
Zhang, Jin E.
31
Degiannakis, Stavros
30
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The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
6
Finance research letters
4
International review of economics & finance : IREF
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 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
Applied economics
1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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 economics and economic policy : IEEP
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
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
Kredit und Kapital
1
Quantifying consumer preferences
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Research in international business and finance
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ECONIS (ZBW)
84
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84
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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 risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
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
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
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