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Showing 4 out of a total of 49 results for collection: Research Articles (Economics).
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Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian
;
Gupta, Rangan
(
De Gruyter
,
2020-09
)
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Routledge
,
2021
)
El Nino, La Nina, and forecastability of the realized variance of agricultural commodity prices : evidence from a machine learning approach
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2023-07
)
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
;
Plakandaras, Vasilios
(
Elsevier
,
2023-12
)
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Gupta, Rangan (49)
Pierdzioch, Christian (49)
Gkillas, Konstantinos (10)
Bonato, Matteo (7)
Demirer, Riza (7)
Wohar, Mark E. (6)
Balcilar, Mehmet (5)
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Nel, Jacobus (4)
Bouri, Elie (3)
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Forecasting (26)
Realized volatility (15)
SDG-08: Decent work and economic growth (10)
Heterogeneous autoregressive realized volatility (HAR-RV) (6)
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Gold (4)
Oil price (4)
Predictability (4)
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