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~accessRights:"restricted"
~language:"eng"
~language:"nor"
~language:"slk"
~person:"Pierdzioch, Christian"
~subject:"Auslandsinvestition"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Auslandsinvestition
Entwicklungsländer
Kapitaleinkommen
Forecasting model
44
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44
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27
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27
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25
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Pierdzioch, Christian
Gupta, Rangan
103
Zaremba, Adam
76
Gnangnon, Sèna Kimm
61
Wohar, Mark E.
41
Bouri, Elie
40
Narayan, Paresh Kumar
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38
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37
Wang, Yudong
34
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30
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28
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Xuan Vinh Vo
28
Lee, Chien-chiang
25
Ryu, Doojin
25
Balcilar, Mehmet
24
Shen, Dehua
24
McMillan, David G.
23
Yin, Libo
23
Zhang, Yaojie
23
Shahbaz, Muhammad
22
Zhong, Angel
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Apergēs, Nikolaos
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Asongu, Simplice
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Cakici, Nusret
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Kutan, Ali Mustafa
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Long, Huaigang
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Xiong, Xiong
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
3
The European journal of finance
2
Annals of financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of financial markets
1
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1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
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1
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ECONIS (ZBW)
20
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1
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:
2
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:
3
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:
4
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:
5
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
6
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
Saved in:
7
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
8
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
9
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
10
Forecasting precious metal returns with multivariate random forests
Pierdzioch, Christian
;
Risse, Marian
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1167-1184
Persistent link: https://www.econbiz.de/10012219543
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