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~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Lee, Chien-chiang"
~person:"Pierdzioch, Christian"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Forecasting model
6
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6
Capital income
4
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4
forecasting
4
Aktienmarkt
3
Estimation
3
Schätzung
3
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3
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3
realized volatility
3
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Lee, Chien-chiang
Pierdzioch, Christian
Gupta, Rangan
16
Franses, Philip Hans
13
Chen, Cathy W. S.
8
Hall, Stephen G.
8
Marcellino, Massimiliano
8
Clements, Michael P.
7
García-Ferrer, Antonio
7
Wang, Yudong
7
Chan, Ngai Hang
6
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6
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So, Mike Ka-pui
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6
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6
Brooks, Chris
5
Chan, Wai-Sum
5
Gil-Alaña, Luis A.
5
Granger, C. W. J.
5
Kunst, Robert M.
5
Lee, Jack C.
5
Mazzi, Gian Luigi
5
McAleer, Michael
5
O'Hare, Colin
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Bikker, Jacob A.
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Cepni, Oguzhan
4
Chevallier, Julien
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Cholodilin, Konstantin Arkadʹevič
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Crespo Cuaresma, Jesús
4
Dua, Pami
4
Ferrara, Laurent
4
Fukuda, Kosei
4
Gerlach, Richard
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
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Journal of forecasting
Energy economics
48
Applied economics letters
24
Applied economics
22
The North American journal of economics and finance : a journal of financial economics studies
22
Economic modelling
21
International review of economics & finance : IREF
18
Emerging markets, finance and trade : EMFT
11
International review of financial analysis
11
Finance research letters
10
Journal of international money and finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Economics letters
8
Pacific-Basin finance journal
8
The European journal of finance
7
International economic journal
6
International journal of finance & economics : IJFE
6
Japan and the world economy : international journal of theory and policy
6
Research in international business and finance
6
Defence and peace economics
5
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economic systems
4
Energy policy
4
Financial innovation : FIN
4
Global economic review
4
Global finance journal
4
International economics and economic policy : IEEP
4
Journal of Asian economics
4
Journal of international financial markets, institutions & money
4
Macroeconomic dynamics
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
Tourism economics : the business and finance of tourism and recreation
4
Applied financial economics
3
German economic review
3
International journal of forecasting
3
Iranian economic review : journal of University of Tehran
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Review of international economics
3
Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
7
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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
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
3
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices : evidence from a machine learning approach
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 785-801
Persistent link: https://www.econbiz.de/10014292795
Saved in:
4
Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min
;
Choo, Wei Chong
;
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 76-100
Persistent link: https://www.econbiz.de/10013465763
Saved in:
5
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:
6
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet
;
Gabauer, David
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
Saved in:
7
International equity flows and the predictability of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Saved in:
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