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~language:"eng"
~person:"Ҫepni, Oğuzhan"
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
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Forecasting model
Prognoseverfahren
8
Volatility
7
Volatilität
7
Forecasting
6
Climate change
5
Estimation
5
Klimawandel
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Forecast
3
Prognose
3
Risiko
3
Risk
3
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Business applications
2
Business cycle
2
Börsenkurs
2
Climate Risks
2
Climate-related predictors
2
Konjunktur
2
Realized stock-market volatility
2
Realized volatility
2
Share price
2
State-level data
2
State-level investor sentiment
2
State-level stock markets
2
Stock market
2
USA
2
United States
2
Welt
2
World
2
ARCH model
1
ARCH-Modell
1
Beta forecasting
1
Business fluctuations and cycles
1
Climate risks
1
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6
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2
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Arbeitspapier
Graue Literatur
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Non-commercial literature
8
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8
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English
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Ҫepni, Oğuzhan
McAleer, Michael
29
Gupta, Rangan
26
Rossi, Barbara
21
Franses, Philip Hans
15
Croux, Christophe
14
Huber, Florian
12
Giannone, Domenico
11
Pierdzioch, Christian
11
Cepni, Oguzhan
10
Clark, Todd E.
10
Marcellino, Massimiliano
10
Pettenuzzo, Davide
10
Timmermann, Allan
10
Härdle, Wolfgang
9
Mitchell, James
9
Sekhposyan, Tatevik
9
Clements, Michael P.
8
Dijk, Dick van
8
Koop, Gary
8
McCracken, Michael W.
8
Wolfers, Justin
8
Chang, Chia-Lin
7
Zitzewitz, Eric
7
Athanasopoulos, George
6
Blake, David
6
Bonato, Matteo
6
Cairns, Andrew
6
Caporin, Massimiliano
6
D'Agostino, Antonello
6
Dowd, Kevin
6
Döpke, Jörg
6
Garratt, Anthony
6
Guidolin, Massimo
6
Guo, Hui
6
Ravazzolo, Francesco
6
Reichlin, Lucrezia
6
Aastveit, Knut Are
5
Borup, Daniel
5
Gelper, Sarah
5
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Department of Economics working paper series
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ECONIS (ZBW)
8
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1
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
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2
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
3
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:
4
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:
5
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
6
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:
7
Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen
;
Ҫepni, Oğuzhan
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013469716
Saved in:
8
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
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