//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Forecasting model"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Time series analysis
Volatility
Prognoseverfahren
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
Forecasting
27
Deutschland
26
Germany
26
Exchange rate
25
Wechselkurs
25
Aktienmarkt
23
Stock market
23
Zeitreihenanalyse
18
ARCH model
17
ARCH-Modell
17
Schock
17
Shock
17
Geldpolitik
16
Gold
16
Monetary policy
16
Oil price
16
forecasting
16
Ölpreis
16
Business cycle
15
Konjunktur
15
Economic forecast
14
more ...
less ...
Online availability
All
Undetermined
60
Free
8
Type of publication
All
Article
127
Type of publication (narrower categories)
All
Article in journal
Working Paper
150
Graue Literatur
147
Non-commercial literature
147
Arbeitspapier
145
Aufsatz in Zeitschrift
127
Aufsatz im Buch
3
Book section
3
Konferenzschrift
3
Conference paper
1
Festschrift
1
Hochschulschrift
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
German
7
Author
All
Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
304
Gil-Alaña, Luis A.
190
Franses, Philip Hans
123
Ma, Feng
104
McAleer, Michael
101
Tiwari, Aviral Kumar
99
Bahmani-Oskooee, Mohsen
97
Bouri, Elie
97
Phillips, Peter C. B.
97
Caporale, Guglielmo Maria
95
McMillan, David G.
95
Wohar, Mark E.
94
Clements, Michael P.
74
Hammoudeh, Shawkat
73
Wang, Yudong
71
Taylor, Robert
70
Narayan, Paresh Kumar
69
Balcilar, Mehmet
66
Baghestani, Hamid
64
Moosa, Imad A.
63
Koopman, Siem Jan
62
Marcellino, Massimiliano
62
Leybourne, Stephen James
61
Bollerslev, Tim
60
Salisu, Afees A.
60
Timmermann, Allan
60
Zhang, Yaojie
60
Fildes, Robert
58
Kang, Sang Hoon
58
Ghysels, Eric
57
Hendry, David F.
54
Mensi, Walid
53
Serletis, Apostolos
53
Wang, Shouyang
53
Xuan Vinh Vo
53
Dijk, Dick van
50
Zaremba, Adam
50
Apergēs, Nikolaos
49
Kapetanios, George
49
more ...
less ...
Published in...
All
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
Annals of financial economics
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
Applied financial economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Econometrics : open access journal
1
Economic modelling
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
more ...
less ...
Source
All
ECONIS (ZBW)
127
Showing
1
-
10
of
127
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->