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~language:"eng"
~person:"Wohar, Mark E."
~subject:"Share price"
~subject:"Time series analysis"
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Search: subject_exact:"Prognosetechnik"
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55
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Wohar, Mark E.
Gupta, Rangan
115
Franses, Philip Hans
70
Hyndman, Rob J.
68
Ravazzolo, Francesco
59
Pesaran, M. Hashem
58
Timmermann, Allan
54
Ma, Feng
50
Marcellino, Massimiliano
50
Koop, Gary
48
McMillan, David G.
48
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47
Pierdzioch, Christian
46
McAleer, Michael
44
Swanson, Norman R.
44
Kapetanios, George
39
Clements, Michael P.
35
Hendry, David F.
33
Athanasopoulos, George
31
Dijk, Herman K. van
30
Bollerslev, Tim
29
Lux, Thomas
29
Clark, Todd E.
28
Stock, James H.
27
Caporin, Massimiliano
26
Wang, Yudong
26
Croux, Christophe
25
Dijk, Dick van
25
Ghysels, Eric
25
Kunst, Robert M.
25
Makridakis, Spyros G.
25
Narayan, Paresh Kumar
25
Proietti, Tommaso
25
Schorfheide, Frank
25
Zhang, Yaojie
25
Petropoulos, Fotios
24
Watson, Mark W.
24
Giannone, Domenico
23
Huber, Florian
23
Salisu, Afees A.
23
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ECONIS (ZBW)
17
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1
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
2
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
3
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
4
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
5
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
6
Forecasting oil and stock returns with a Qual VAR using over 150 years off data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
62
(
2017
),
pp. 181-186
Persistent link: https://www.econbiz.de/10011748082
Saved in:
7
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
- In:
Open economies review
28
(
2017
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
Saved in:
8
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Saved in:
9
Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors
Sousa, Ricardo M.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 122-143
Persistent link: https://www.econbiz.de/10011624662
Saved in:
10
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
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