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~isPartOf:"Department of Economics working paper series"
~person:"Pierdzioch, Christian"
~person:"Zaremba, Adam"
~subject:"Estimation"
~subject:"Forecast"
~subject:"Stock market"
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Estimation
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11
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11
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Pierdzioch, Christian
Zaremba, Adam
Gupta, Rangan
27
Bouri, Elie
6
Bonato, Matteo
5
Cepni, Oguzhan
4
Salisu, Afees A.
4
Ҫepni, Oğuzhan
4
Ji, Qiang
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Karmakar, Sayar
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Nel, Jacobus
2
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2
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2
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1
Bhimreddy, Komal S. R.
1
Christou, Christina
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1
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1
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1
Hall, Savanah
1
Jaichand, Yuvana
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Lee, Chien-chiang
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Liao, Wenting
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Liu, Ruipeng
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Ma, Feng
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Polat, Onur
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1
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1
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1
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1
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Department of Economics working paper series
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10
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7
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5
International review of financial analysis
5
Journal of banking & finance
5
Research in international business and finance
5
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4
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4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
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Emerging markets, finance and trade : EMFT
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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E-Finanse : finansowy kwartalnik internetowy
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
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:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
5
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
6
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
Saved in:
7
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
8
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
9
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
10
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
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