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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Schätzung
Time series analysis
Forecasting model
184
Prognoseverfahren
184
Estimation
173
Volatility
152
Volatilität
152
USA
124
United States
124
Capital income
119
Kapitaleinkommen
119
Börsenkurs
117
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117
South Africa
103
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103
Theorie
92
Theory
92
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91
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87
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87
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78
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74
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62
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57
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57
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54
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53
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53
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48
Shock
48
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46
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46
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41
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217
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219
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Gupta, Rangan
Gil-Alaña, Luis A.
218
Bahmani-Oskooee, Mohsen
167
Chang, Tsangyao
115
Caporale, Guglielmo Maria
114
Phillips, Peter C. B.
104
Tiwari, Aviral Kumar
104
Wohar, Mark E.
93
Franses, Philip Hans
89
Apergēs, Nikolaos
88
Narayan, Paresh Kumar
82
Moosa, Imad A.
74
Lee, Chien-chiang
71
McAleer, Michael
68
Belke, Ansgar
65
Shahbaz, Muhammad
65
Serletis, Apostolos
63
Zaremba, Adam
63
Herwartz, Helmut
62
Taylor, Robert
61
Balcilar, Mehmet
60
Su, Chi-Wei
60
Kumbhakar, Subal
59
Leybourne, Stephen James
59
Pierdzioch, Christian
56
Payne, James E.
54
McMillan, David G.
52
Hammoudeh, Shawkat
50
Koop, Gary
50
Wagner, Joachim
50
Koopman, Siem Jan
49
Perron, Pierre
48
Egger, Peter
47
Hsing, Yu
47
Teräsvirta, Timo
45
Westerlund, Joakim
45
Xuan Vinh Vo
45
Harvey, Andrew C.
44
Holmes, Mark J.
44
Pesaran, M. Hashem
44
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Applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
Research in international business and finance
9
Energy economics
8
Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of economics & finance : IREF
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
Economics letters
6
International journal of finance & economics : IJFE
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Journal of forecasting
5
Computational economics
3
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
Applied financial economics
2
Defence and peace economics
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics, management and financial markets
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
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ECONIS (ZBW)
219
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1
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219
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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
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
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 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:
7
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:
8
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
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
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:
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