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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
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Time series analysis
Volatility
World
Forecasting model
87
Prognoseverfahren
87
Estimation
62
Schätzung
62
Volatilität
62
Theorie
53
Theory
53
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40
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
239
Gil-Alaña, Luis A.
195
Bahmani-Oskooee, Mohsen
125
Tiwari, Aviral Kumar
121
Bouri, Elie
116
Hammoudeh, Shawkat
108
McAleer, Michael
108
Caporale, Guglielmo Maria
101
Eichengreen, Barry
100
Apergēs, Nikolaos
96
Lee, Chien-chiang
95
Ma, Feng
94
Phillips, Peter C. B.
93
Franses, Philip Hans
88
Lucey, Brian M.
86
Wohar, Mark E.
83
Aizenman, Joshua
77
Moosa, Imad A.
74
Xuan Vinh Vo
73
McMillan, David G.
71
Kang, Sang Hoon
69
Dreher, Axel
66
Taylor, Robert
66
Demirgüç-Kunt, Asli
65
Mensi, Walid
65
Serletis, Apostolos
64
Narayan, Paresh Kumar
62
Bollerslev, Tim
61
Hassan, M. Kabir
61
Shahbaz, Muhammad
61
Haan, Jakob de
60
Ji, Qiang
60
Balcilar, Mehmet
59
Rose, Andrew
59
Anderson, Kym
58
Leybourne, Stephen James
58
Salisu, Afees A.
58
Wang, Yudong
58
Hoekman, Bernard M.
57
Goel, Rajeev K.
56
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The North American journal of economics and finance : a journal of financial economics studies
10
Energy economics
7
Annals of financial economics
4
Applied economics letters
4
Finance research letters
4
International review of economics & finance : IREF
4
Journal of econometrics
4
The European journal of finance
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Tourism economics : the business and finance of tourism and recreation
3
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of the Operational Research Society
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ECONIS (ZBW)
88
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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
Revival duration and determinants of ASEAN machinery trade during Covid-19 pandemic and the global financial crisis
Chang, Chia-Lin
;
Wang, Yu-Hui
;
Chang, Kuo-I
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
4
,
pp. 1089-1103
Persistent link: https://www.econbiz.de/10014288873
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 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:
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