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subject:"Finanzanalyse"
subject:"Forecasting model"
~person:"Gupta, Rangan"
~person:"Van Reenen, John"
~subject:"United Kingdom"
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Finanzanalyse
Forecasting model
United Kingdom
Estimation
357
Schätzung
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109
United States
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Welt
96
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Gupta, Rangan
Van Reenen, John
Caporale, Guglielmo Maria
68
Blundell, Richard W.
60
Gil-Alaña, Luis A.
59
Marcellino, Massimiliano
52
Pierdzioch, Christian
50
Jenkins, Stephen
45
Pesaran, M. Hashem
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McMillan, David G.
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Timmermann, Allan
43
McAleer, Michael
39
Meghir, Costas
36
Döpke, Jörg
34
Shields, Michael
34
Hart, Robert A.
32
Francesconi, Marco
31
Ma, Feng
31
Booth, Alison L.
30
Diebold, Francis X.
29
Herwartz, Helmut
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Machin, Stephen
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Clark, Todd E.
28
Zaremba, Adam
28
Siliverstovs, Boriss
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Swanson, Norman R.
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Walker, Ian
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Addison, John T.
26
Girma, Sourafel
26
Haskel, Jonathan
26
Narayan, Paresh Kumar
26
Bekaert, Geert
25
Cheung, Yin-Wong
25
Franses, Philip Hans
25
Fritsche, Ulrich
25
Härdle, Wolfgang
25
Schorfheide, Frank
25
Wohar, Mark E.
25
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24
Kilian, Lutz
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Department of Economics working paper series
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Finance research letters
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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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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
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:
3
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:
4
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:
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
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:
7
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:
8
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
Saved in:
9
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
10
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:
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