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~language:"eng"
~person:"Gupta, Rangan"
~person:"Petropoulos, Fotios"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
Forecasting model
226
Estimation
173
Schätzung
173
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152
Volatilität
152
USA
125
United States
125
Capital income
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Gupta, Rangan
Petropoulos, Fotios
Ma, Feng
91
Pierdzioch, Christian
82
Clements, Michael P.
70
Franses, Philip Hans
64
Baghestani, Hamid
58
Wang, Yudong
58
Fildes, Robert
57
Zhang, Yaojie
57
Timmermann, Allan
54
McMillan, David G.
52
Marcellino, Massimiliano
51
Stekler, Herman O.
46
Wohar, Mark E.
44
Goodwin, Paul
40
Nikolopoulos, Konstantinos
39
Narayan, Paresh Kumar
38
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Wang, Shouyang
37
Zaremba, Adam
37
Hendry, David F.
36
Swanson, Norman R.
36
Taylor, James W.
36
Diebold, Francis X.
35
Hyndman, Rob J.
35
Liang, Chao
35
Salisu, Afees A.
34
Bratu, Mihaela
33
Kourentzes, Nikolaos
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
Balcilar, Mehmet
30
Kapetanios, George
30
Makridakis, Spyros G.
29
Michelsen, Claus
29
Pesaran, M. Hashem
29
Wei, Yu
29
Moosa, Imad A.
28
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Applied economics
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Journal of forecasting
15
International journal of forecasting
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Finance research letters
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Economic modelling
8
Energy economics
8
European journal of operational research : EJOR
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
The South African journal of economics
5
Annals of financial economics
4
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of production research
4
Journal of business research : JBR
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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4
Applied economics letters
3
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Emerging markets, finance and trade : EMFT
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Financial innovation : FIN
3
International journal of finance & economics : IJFE
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International journal of production economics
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of the Operational Research Society
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Journal of the Operational Research Society : OR
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics and Business Letters : EBL
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Journal of economic studies
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Open economies review
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ECONIS (ZBW)
226
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226
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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
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:
4
On the update frequency of univariate forecasting models
Spiliotis, Evangelos
;
Petropoulos, Fotios
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
Saved in:
5
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
6
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
7
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:
8
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
9
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
10
Feature-based intermittent demand forecast combinations : accuracy and inventory implications
Li, Li
;
Kang, Yanfei
;
Petropoulos, Fotios
;
Li, Feng
- In:
International journal of production research
61
(
2023
)
22
,
pp. 7557-7572
Persistent link: https://www.econbiz.de/10014383405
Saved in:
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