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~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Forecasting model"
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ARCH-Modell
Aktienmarkt
Forecasting model
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523
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Gupta, Rangan
McAleer, Michael
Caporale, Guglielmo Maria
233
Diebold, Francis X.
226
Franses, Philip Hans
201
Marcellino, Massimiliano
189
Timmermann, Allan
178
Ravazzolo, Francesco
156
Pierdzioch, Christian
153
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148
Clements, Michael P.
137
McMillan, David G.
122
Kapetanios, George
118
McCracken, Michael W.
115
Koopman, Siem Jan
112
Pesaran, M. Hashem
112
Hyndman, Rob J.
107
Swanson, Norman R.
107
Bollerslev, Tim
105
Ma, Feng
105
Bekaert, Geert
104
Chang, Chia-Lin
102
Zaremba, Adam
100
Rossi, Barbara
96
Hendry, David F.
95
Wohar, Mark E.
95
Giannone, Domenico
94
Kilian, Lutz
93
Ghysels, Eric
92
Schorfheide, Frank
92
Engle, Robert F.
91
Lahiri, Kajal
91
Narayan, Paresh Kumar
91
Dijk, Dick van
90
Koop, Gary
90
Bouri, Elie
87
Fildes, Robert
87
Caporin, Massimiliano
86
Teräsvirta, Timo
83
Bauwens, Luc
82
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Econometric Institute research papers
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45
The North American journal of economics and finance : a journal of financial economics studies
21
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20
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20
Finance research letters
19
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14
Working papers / University of Connecticut, Department of Economics
12
International review of economics & finance : IREF
11
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economic modelling
9
Economics letters
8
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7
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7
International journal of forecasting
6
Annals of financial economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economics and finance
4
Journal of multinational financial management
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The journal of real estate finance and economics
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ECONIS (ZBW)
691
EconStor
4
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695
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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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
3
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:
4
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:
5
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
6
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
7
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
8
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
9
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
10
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
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