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subject:"Prognoseverfahren"
~accessRights:"free"
~isPartOf:"Department of Economics working paper series"
~subject:"Forecasting"
~subject:"Time series analysis"
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Prognoseverfahren
Forecasting
Time series analysis
Estimation
44
Schätzung
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Forecasting model
16
Risiko
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16
USA
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United States
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Gupta, Rangan
17
Bouri, Elie
4
Ҫepni, Oğuzhan
4
Cepni, Oguzhan
3
Pierdzioch, Christian
3
Salisu, Afees A.
3
Christou, Christina
2
Karmakar, Sayar
2
Liao, Wenting
2
Bonato, Matteo
1
Fu, Shengjie
1
Gabauer, David
1
Gil-Alaña, Luis A.
1
Hassani, Hossein
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Ji, Qiang
1
Liu, Ruipeng
1
Luo, Jiawen
1
Ma, Jun
1
Nel, Jacobus
1
Nielsen, Joshua
1
Ogbonna, Ahamuefula Ephraim
1
Plakandaras, Vasilios
1
Rognone, Lavinia
1
Rossini, Lua
1
Segnon, Mawuli
1
Solarin Sakiru Adebola
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Sun, Xiaojin
1
Wohar, Mark E.
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Department of Economics working paper series
CESifo working papers
83
Discussion paper / Tinbergen Institute
77
Working paper
60
NBER Working Paper
55
NBER working paper series
51
Discussion papers / Deutsches Institut für Wirtschaftsforschung
39
Journal of risk and financial management : JRFM
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CREATES research paper
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SFB 649 discussion paper
36
CAMA working paper series
34
Economics and finance working paper series
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CESifo Working Paper Series
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Finance and economics discussion series
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cambridge working papers in economics
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Federal Reserve Bank of Cleveland working paper series
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Econometrics : open access journal
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International journal of economics and financial issues : IJEFI
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Staff reports / Federal Reserve Bank of New York
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Cogent economics & finance
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Working paper series / Department of Economics, Auburn University
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International Journal of Energy Economics and Policy : IJEEP
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Bundesbank Series 1 Discussion Paper
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CBN journal of applied statistics
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1
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:
2
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:
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
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