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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Time series analysis"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
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Time series analysis
United States
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
Welt
30
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30
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28
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27
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26
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26
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25
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23
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18
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forecasting
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87
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144
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139
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87
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4
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
280
Gil-Alaña, Luis A.
224
Bahmani-Oskooee, Mohsen
185
Cebula, Richard J.
174
Wohar, Mark E.
117
Caporale, Guglielmo Maria
114
Tiwari, Aviral Kumar
112
Neumark, David
104
McAleer, Michael
103
Viscusi, W. Kip
100
Bouri, Elie
99
Phillips, Peter C. B.
98
Uri, Noel Dean
97
Poterba, James M.
93
Serletis, Apostolos
92
Franses, Philip Hans
91
Hammoudeh, Shawkat
91
Ma, Feng
90
Apergēs, Nikolaos
89
Gruber, Jonathan
87
Madura, Jeff
82
Payne, James E.
80
Partridge, Mark D.
79
Glaeser, Edward L.
78
Krueger, Alan B.
77
McMillan, David G.
76
Heckman, James J.
75
Moosa, Imad A.
75
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Cutler, David M.
70
Feldstein, Martin S.
70
Jorgenson, Dale Weldeau
69
Mixon, Franklin G.
69
Card, David E.
68
Goodwin, Barry K.
68
Miller, Stephen M.
68
Mishra, Ashok K.
68
Sirmans, Clemon F.
68
Taylor, Robert
68
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The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
6
International review of economics & finance : IREF
5
Applied economics letters
4
Finance research letters
4
Annals of financial economics
3
Journal of econometrics
3
Journal of forecasting
3
The European journal of finance
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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
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
1
Applied financial economics
1
Applied financial economics letters
1
Banking and finance review
1
Computational economics
1
Credit and capital markets : Kredit und Kapital
1
Econometrics : open access journal
1
Economics letters
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 economics and finance
1
International journal of finance & economics : IJFE
1
International journal of hospitality management
1
Journal of empirical finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Research in international business and finance
1
Review of world economics
1
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ECONIS (ZBW)
87
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
10
Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
; …
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
Saved in:
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