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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
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Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - 2023
Persistent link: https://www.econbiz.de/10014329736
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Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, … - 2023
Persistent link: https://www.econbiz.de/10014336437
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The effectiveness of the FX market interventions of the Bundesbank during the Louvre Period : an options-based analysis
Pierdzioch, Christian - 2000
Persistent link: https://www.econbiz.de/10004593604
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A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian; … - In: Applied economics letters 28 (2021) 21, pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
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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
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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
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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
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Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time
Döpke, Jörg - 2016
We compared forecasts of stock market volatility based on real-time and revised …
Persistent link: https://www.econbiz.de/10012989311
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A Boosting Approach to Forecasting the Volatility of Gold-Price Fluctuations Under Flexible Loss
Pierdzioch, Christian - 2015
macroeconomic variables for forecasting the volatility of gold-price fluctuations. We use an out-of-sample R2 statistic to evaluate … when underestimating rather than overestimating the future volatility of gold-price fluctuations. We use a simulation …
Persistent link: https://www.econbiz.de/10013032102