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Showing 5 out of a total of 49 results for collection: Research Articles (Economics).
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Realized stock-market volatility of the United States and the presidential approval rating
Gupta, Rangan
;
Jaichand, Yuvana
;
Pierdzioch, Christian
;
Van Eyden, Renee
(
MDPI
,
2023-07
)
Forecasting (downside and upside) realized exchange-rate volatility : is there a role for realized skewness and kurtosis?
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2019-10
)
OPEC news and jumps in the oil market
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Yoon, Seong-Min
(
Elsevier
,
2021-04
)
A note on forecasting the historical realized variance of oil-price movements : the role of gold-to-silver and gold-to-platinum price ratios
Gupta, Rangan
;
Pierdzioch, Christian
;
Wong, Wing-Keung
(
MDPI
,
2021-10-17
)
On the directional accuracy of inflation forecasts : evidence from South African survey data
Pierdzioch, Christian
;
Reid, Monique B.
;
Gupta, Rangan
(
Taylor and Francis
,
2018
)
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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)
Cepni, Oguzhan (5)
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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)
Uncertainty (5)
Gold (4)
Oil price (4)
Predictability (4)
Realized variance (4)
Volatility (4)
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