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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Forecasting"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Forecasting
Volatility
Volatilität
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149
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138
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138
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108
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108
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Chang, Chia-Lin
Pierdzioch, Christian
McAleer, Michael
245
Gupta, Rangan
234
Caporale, Guglielmo Maria
132
Bouri, Elie
98
Bollerslev, Tim
93
Ma, Feng
88
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83
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73
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72
Spagnolo, Nicola
72
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63
Tiwari, Aviral Kumar
59
Diebold, Francis X.
57
Gil-Alaña, Luis A.
54
Härdle, Wolfgang
54
Wohar, Mark E.
54
Asai, Manabu
53
Kang, Sang Hoon
53
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53
Todorov, Viktor
52
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51
Mensi, Walid
49
Salisu, Afees A.
49
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48
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47
Lux, Thomas
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Dijk, Dick van
46
Marcellino, Massimiliano
46
Mumtaz, Haroon
45
Xuan Vinh Vo
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Kumar, Dilip
44
Demirer, Rıza
43
Tauchen, George Eugene
43
Christiansen, Charlotte
42
Kočenda, Evžen
42
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41
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14
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11
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9
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6
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ECONIS (ZBW)
189
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1
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189
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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 growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
3
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:
4
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
5
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
6
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:
7
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:
8
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
9
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:
10
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
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