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Forecasting stock-market volat...
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USA
Stock market
29,962
Aktienmarkt
29,739
Börsenkurs
13,800
Share price
13,757
Kapitaleinkommen
8,295
Capital income
8,289
Volatility
6,216
Volatilität
6,186
Schätzung
5,504
Estimation
5,475
Theorie
4,604
Prognoseverfahren
4,552
Theory
4,540
Forecasting model
4,421
Forecasting
4,399
forecasting
3,576
United States
3,527
Anlageverhalten
3,065
Welt
3,057
Behavioural finance
3,044
World
3,043
China
2,741
Portfolio selection
2,575
Portfolio-Management
2,573
ARCH-Modell
2,204
ARCH model
2,192
Financial crisis
2,037
Finanzkrise
2,025
Emerging economies
1,922
Schwellenländer
1,921
Finanzmarkt
1,881
Financial market
1,873
Börse
1,816
stock market
1,778
CAPM
1,764
Efficient market hypothesis
1,751
Effizienzmarkthypothese
1,747
Zeitreihenanalyse
1,745
Bourse
1,723
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997
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Author
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Gupta, Rangan
49
Caporale, Guglielmo Maria
36
Campbell, John Y.
28
Pierdzioch, Christian
20
Guo, Hui
19
Stulz, René M.
19
Schwartz, Robert A.
18
Gil-Alaña, Luis A.
16
Miller, Stephen M.
16
Shiller, Robert J.
16
Balcilar, Mehmet
15
Karolyi, G. Andrew
15
Ludvigson, Sydney C.
15
Siklos, Pierre L.
15
Sum, Vichet
14
Diebold, Francis X.
13
Subrahmanyam, Avanidhar
13
Weisbenner, Scott J.
12
Wohar, Mark E.
12
Wurgler, Jeffrey
12
Bohl, Martin T.
11
Meriç, Gülser
11
Sarkar, Asani
11
Burdekin, Richard C. K.
10
Grobys, Klaus
10
Ivković, Zoran
10
Ma, Feng
10
Meriç, İlhan
10
Vega, Clara
10
Werner, Ingrid M.
10
Baker, Malcolm
9
Bessembinder, Hendrik
9
Bordo, Michael D.
9
Frijns, Bart
9
Hautsch, Nikolaus
9
Lamont, Owen A.
9
Lettau, Martin
9
Wheelock, David C.
9
Xuan Vinh Vo
9
Apergēs, Nikolaos
8
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National Bureau of Economic Research
19
Federal Reserve Bank of St. Louis
12
New York Stock Exchange
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
7
Rodney L. White Center for Financial Research
7
Federal Reserve Bank of New York
5
Harvard Institute of Economic Research
3
University of Chicago / Center for Research in Security Prices
3
Banca nazionale del lavoro / Ufficio studi
2
Barnard College / Economics Department
2
Brown University / Department of Economics
2
Centre for Growth and Business Cycle Research <Manchester>
2
Federal Reserve Bank of Chicago
2
FinanzBuch Verlag
2
Institut für Weltwirtschaft
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Krannert Graduate School of Management
2
Massachusetts Institute of Technology / Department of Economics
2
Rutgers University / Department of Economics
2
Svenska Handelshögskolan <Helsinki>
2
Technische Universität Dresden
2
The Wharton Financial Institutions Center
2
Weltbank / Operations Policy Group
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi economici
1
Baruch College Conference, The Quality of Our Financial Markets <2010>
1
Berliner Wissenschafts-Verlag
1
Bonn Graduate School of Economics
1
Center for Economic Research <Tilburg>
1
Center for International Business Education and Research <Urbana, Ill.>
1
Centre for Economic Policy Research
1
Centre for the Study of Globalisation and Regionalisation
1
Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel
1
Claremont Institute for Economic Policy Studies
1
Deutsches Aktieninstitut
1
Duff & Phelps Corp.
1
Edward Elgar Publishing
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Boston
1
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Published in...
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Working paper / National Bureau of Economic Research, Inc.
151
Applied financial economics
64
International review of financial analysis
47
The journal of finance : the journal of the American Finance Association
45
The review of financial studies
45
Journal of financial and quantitative analysis : JFQA
42
Applied economics
41
Finance research letters
41
Discussion paper / Centre for Economic Policy Research
36
International review of economics & finance : IREF
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Journal of banking & finance
34
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of financial economics
30
Journal of international financial markets, institutions & money
30
Journal of empirical finance
27
Global finance journal
26
Fisher College of Business working paper series
25
The journal of business : B
25
Working paper
25
Energy economics
23
Journal of economics and finance
23
Review of quantitative finance and accounting
23
Journal of financial markets
20
Research in international business and finance
20
Applied economics letters
19
Finance and economics discussion series
19
NBER working paper series
19
Economic modelling
18
Quarterly journal of business and economics : QJBE
18
Pacific-Basin finance journal
16
CESifo working papers
14
International journal of economics and finance
14
International journal of finance & economics : IJFE
14
International journal of forecasting
14
Staff reports / Federal Reserve Bank of New York
14
The European journal of finance
14
Advances in quantitative analysis of finance and accounting : a research annual
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of international money and finance
13
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Source
All
ECONIS (ZBW)
3,503
EconStor
40
USB Cologne (EcoSocSci)
27
BASE
15
Other ZBW resources
8
RePEc
5
ArchiDok
1
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10
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date (oldest first)
1
On the effect of oil price in the context of Covid-19
Jawadi, Fredj
;
Sellami, Mohamed
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Saved in:
2
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:
3
Prerelease buzz evolution patterns and new product performance
Xiong, Guiyang
;
Bharadwaj, Sundar
- In:
Marketing science : the marketing journal of the …
33
(
2014
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10010370706
Saved in:
4
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
5
Predicting the direction of US stock markets using industry returns
Pönkä, Harri
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1451-1480
Persistent link: https://www.econbiz.de/10011944988
Saved in:
6
Forecasting
realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
7
Application of supervised machine learning techniques to forecast the COVID‑19 U.S. recession and stock market crash
Malladi, Rama K.
- In:
Computational economics
63
(
2024
)
3
,
pp. 1021-1045
Persistent link: https://www.econbiz.de/10014546241
Saved in:
8
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices
Campisi, Giovanni
;
Muzzioli, Silvia
;
De Baets, Bernard
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 869-880
Persistent link: https://www.econbiz.de/10014547222
Saved in:
9
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:
10
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:
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