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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"State space model"
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Time series analysis
Aktienmarkt
State space model
Estimation
340
Schätzung
340
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119
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119
Volatility
104
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104
Forecasting model
102
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Koopman, Siem Jan
Gupta, Rangan
Gil-Alaña, Luis A.
195
Caporale, Guglielmo Maria
191
Tiwari, Aviral Kumar
50
Pesaran, M. Hashem
45
Pierdzioch, Christian
32
Kapetanios, George
30
Wohar, Mark E.
30
Zaremba, Adam
30
Koop, Gary
29
Chan, Joshua
28
Gil-Alana, Luis A.
28
Narayan, Paresh Kumar
28
Gao, Jiti
27
Härdle, Wolfgang
27
McAleer, Michael
27
Chang, Tsangyao
26
McMillan, David G.
26
Franses, Philip Hans
23
Liesenfeld, Roman
23
Marcellino, Massimiliano
23
Miller, Stephen M.
23
Weber, Enzo
23
Sibbertsen, Philipp
21
Hautsch, Nikolaus
20
Herwartz, Helmut
20
Lucas, André
20
Lütkepohl, Helmut
20
Moosa, Imad A.
20
Swanson, Norman R.
20
Watson, Mark W.
20
Balcilar, Mehmet
19
Ma, Feng
19
Ghysels, Eric
17
Jawadi, Fredj
17
Kunst, Robert M.
17
Nielsen, Morten Ørregaard
17
Sehgal, Sanjay
17
Timmermann, Allan
17
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Discussion paper / Tinbergen Institute
28
Department of Economics working paper series
13
The North American journal of economics and finance : a journal of financial economics studies
6
Working papers / University of Connecticut, Department of Economics
6
International journal of forecasting
5
Applied economics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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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
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
4
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
5
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
6
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
7
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
8
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
-
2022
Persistent link: https://www.econbiz.de/10013462272
Saved in:
9
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
10
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
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