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person:"Schröder, Michael"
subject:"Prognoseverfahren"
~person:"Gupta, Rangan"
~person:"Kim, Hyeongwoo"
~person:"Wang, Yudong"
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Prognoseverfahren
Estimation
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Forecasting model
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Schröder, Michael
Gupta, Rangan
Kim, Hyeongwoo
Wang, Yudong
Marcellino, Massimiliano
52
Pierdzioch, Christian
46
McMillan, David G.
40
McAleer, Michael
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Ma, Feng
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Pesaran, M. Hashem
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Clark, Todd E.
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Diebold, Francis X.
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Zaremba, Adam
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Schorfheide, Frank
25
Kilian, Lutz
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Siliverstovs, Boriss
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Franses, Philip Hans
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Bollerslev, Tim
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Döpke, Jörg
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Ghysels, Eric
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Herwartz, Helmut
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Huber, Florian
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Härdle, Wolfgang
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Ravazzolo, Francesco
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Narayan, Paresh Kumar
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Schumacher, Christian
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Cheung, Yin-Wong
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Fritsche, Ulrich
17
Koop, Gary
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Koopman, Siem Jan
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Wolters, Maik H.
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Department of Economics working paper series
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Finance research letters
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International review of economics & finance : IREF
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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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
Predictive power of U.S. macroeconomic factors for the dollar/won real exchange rate
Behera, Sarthak
;
Kim, Hyeongwoo
;
Kim, Soohyon
-
2024
Persistent link: https://www.econbiz.de/10014514179
Saved in:
3
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
4
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
5
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:
6
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:
7
Fiscal policy effects on U.S. labor market
Kim, Hyeongwoo
;
Ryu, Deockyun
;
Son, Jisoo
-
2023
Persistent link: https://www.econbiz.de/10014249736
Saved in:
8
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
10
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
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