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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Volatilität"
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Forecasting model
Volatilität
Prognoseverfahren
43
Estimation
39
Schätzung
39
USA
36
United States
36
Business cycle
32
Konjunktur
32
Volatility
32
Risiko
29
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29
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20
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20
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VAR-Modell
19
Schock
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World
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Climate change
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Forecasting
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South Africa
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Impact assessment
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Theorie
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Theory
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Oil price
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Ölpreis
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Frühindikator
11
Leading indicator
11
Geldpolitik
10
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Free
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Article
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Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
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23
Aufsatz in Zeitschrift
23
Language
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English
Author
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Gupta, Rangan
McAleer, Michael
76
Pierdzioch, Christian
34
Chang, Chia-Lin
26
Rossi, Barbara
23
Caporale, Guglielmo Maria
22
Timmermann, Allan
20
Croux, Christophe
19
Döpke, Jörg
19
Giannone, Domenico
18
Franses, Philip Hans
17
Härdle, Wolfgang
17
Marcellino, Massimiliano
16
Dijk, Dick van
15
Huber, Florian
15
Caporin, Massimiliano
14
Chiarella, Carl
14
Diebold, Francis X.
13
Miller, Stephen M.
13
Mumtaz, Haroon
13
Billio, Monica
12
Cepni, Oguzhan
12
Gannon, Gerard L.
12
Guo, Hui
12
Lahiri, Kajal
12
Pettenuzzo, Davide
12
Reichlin, Lucrezia
12
Spagnolo, Nicola
12
Allen, David E.
11
Buch, Claudia M.
11
Clark, Todd E.
11
Pesaran, M. Hashem
11
Siliverstovs, Boriss
11
Song, Haiyan
11
Guidolin, Massimo
10
Hautsch, Nikolaus
10
Ravazzolo, Francesco
10
Sekhposyan, Tatevik
10
Theodoridis, Konstantinos
10
Österholm, Pär
10
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Department of Economics working paper series
21
Working papers / University of Connecticut, Department of Economics
4
Energy economics
3
The South African journal of economics
3
Applied economics letters
2
Economics and Business Letters : EBL
2
Economics letters
2
Global Research Unit working paper
2
International review of economics & finance : IREF
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
CREATES research paper
1
Econometric Institute research papers
1
Economia internazionale
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
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1
International business and economics research journal
1
Journal of behavioral and experimental economics
1
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1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
57
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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
Saved in:
2
Firm-level
business
uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
4
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:
5
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
6
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:
7
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:
8
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:
9
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
10
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:
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