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subject:"Forecasting model"
subject:"United States"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gupta, Rangan"
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Forecasting model
United States
Estimation
13
Schätzung
13
Capital income
7
Kapitaleinkommen
7
Prognoseverfahren
7
Volatility
6
Volatilität
6
USA
5
Aktienmarkt
4
Börsenkurs
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Share price
4
Stock market
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risiko
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Risk
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Zinsstruktur
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Großbritannien
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Oil price
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Risk premium
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Spillover effect
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Spillover-Effekt
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Time series analysis
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United Kingdom
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Zeitreihenanalyse
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realized volatility
2
Ölpreis
2
Asia-Pacific region
1
Asiatisch-pazifischer Raum
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BRICS countries
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Gupta, Rangan
Bouri, Elie
3
Caporale, Guglielmo Maria
3
Cheung, Yin-Wong
3
Gil-Alaña, Luis A.
3
McMillan, David G.
3
Salisu, Afees A.
3
Balcilar, Mehmet
2
Bohl, Martin T.
2
Clarida, Richard H.
2
Demirer, Rıza
2
Ma, Feng
2
Majumdar, Anandamayee
2
Pierdzioch, Christian
2
Roubaud, David
2
Shahzad, Syed Jawad Hussain
2
Tiwari, Aviral Kumar
2
Tzavalis, Elias
2
Van Eyden, Reneé
2
Wei, Yu
2
Wohar, Mark E.
2
Aastveit, Knut Are
1
Ahmed, Mohamed S.
1
Ahmed, Rizwan
1
Albulescu, C. T.
1
Anderson, Randy I.
1
Aramonte, Sirio
1
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1
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1
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Białkowski, Je̜drzej
1
Blake, Robert E.
1
Bogan, Vicki L.
1
Boughrara, Adel
1
Bouri, E.
1
Cakan, Esin
1
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International journal of finance & economics : IJFE
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Department of Economics working paper series
28
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
7
Applied economics letters
6
Economics letters
5
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Applied economics
3
Economic modelling
3
Economics and Business Letters : EBL
3
Journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of macroeconomics
2
Open economies review
2
Research in international business and finance
2
The European journal of finance
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
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Cardiff economics working papers
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Contemporary economics
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DIW Berlin Discussion Paper
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Defence and peace economics
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Emerging markets review
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Empirica : journal of european economics
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Energy economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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Finmap working paper
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Global Research Unit working paper
1
International journal of forecasting
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
4
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
5
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
6
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
7
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
8
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
9
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Van Eyden, Reneé
; …
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
Saved in:
10
Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 276-284
Persistent link: https://www.econbiz.de/10011792493
Saved in:
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