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subject:"Forecasting model"
subject:"Stock market"
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Forecasting model
Stock market
Kapitaleinkommen
Estimation
178
Schätzung
178
Prognoseverfahren
64
Volatility
61
Volatilität
61
Capital income
60
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56
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56
USA
55
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41
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37
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37
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33
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English
98
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Gupta, Rangan
Zaremba, Adam
59
McMillan, David G.
37
Pierdzioch, Christian
36
Ma, Feng
34
Wohar, Mark E.
34
Narayan, Paresh Kumar
28
Balcilar, Mehmet
26
Gil-Alaña, Luis A.
26
Wang, Yudong
26
Zhang, Yaojie
26
Tiwari, Aviral Kumar
24
Bouri, Elie
22
Caporale, Guglielmo Maria
21
Salisu, Afees A.
21
Bollerslev, Tim
20
Kumar, Dilip
20
Sehgal, Sanjay
20
Xuan Vinh Vo
20
Demirer, Rıza
19
Cakici, Nusret
18
Todorov, Viktor
18
Chiang, Thomas C.
17
Bali, Turan G.
16
Lee, Chien-chiang
16
Yoon, Seong-min
16
Mensi, Walid
15
Nonejad, Nima
15
Brooks, Robert
14
Jareño, Francisco
14
Jawadi, Fredj
14
Kang, Sang Hoon
14
Long, Huaigang
14
Umar, Zaghum
14
Wei, Yu
14
Hammoudeh, Shawkat
13
Lucey, Brian M.
13
Marcellino, Massimiliano
13
Shahzad, Syed Jawad Hussain
13
Apergēs, Nikolaos
12
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The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Research in international business and finance
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Applied economics
3
Applied economics letters
3
Economics and Business Letters : EBL
3
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3
International review of economics & finance : IREF
3
Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Economics letters
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
Open economies review
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Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of forecasting
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
Journal of financial markets
1
Journal of macroeconomics
1
Journal of risk
1
Journal of the Operational Research Society
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Pacific-Basin finance journal
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Panoeconomicus
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Quantitative finance
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ECONIS (ZBW)
98
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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 the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
4
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
5
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
8
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
9
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
10
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
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