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~person:"Franses, Philip Hans"
~person:"Gupta, Rangan"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Forecasting model
140
Prognoseverfahren
140
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48
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41
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41
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40
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Franses, Philip Hans
Gupta, Rangan
Marcellino, Massimiliano
139
McAleer, Michael
86
Ravazzolo, Francesco
80
Clark, Todd E.
77
Hyndman, Rob J.
67
Timmermann, Allan
64
Svensson, Lars E. O.
61
Diebold, Francis X.
59
Rossi, Barbara
59
Kilian, Lutz
56
Giannone, Domenico
52
Koop, Gary
52
Pesaran, M. Hashem
52
Dijk, Herman K. van
49
Kapetanios, George
49
Koopman, Siem Jan
45
Mitchell, James
43
Outlaw, Joe L.
42
Carriero, Andrea
41
Pierdzioch, Christian
41
Schorfheide, Frank
41
Baumeister, Christiane
40
McCracken, Michael W.
40
Orphanides, Athanasios
40
Knapek, George M.
39
Wolfers, Justin
39
Dijk, Dick van
38
Raulston, J. Marc
38
Kim, Hyeongwoo
37
Boysen-Hogrefe, Jens
36
Hendry, David F.
36
Richardson, James W.
36
Siliverstovs, Boriss
36
Herbst, Brian K.
35
Athanasopoulos, George
34
Huber, Florian
34
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33
Härdle, Wolfgang
33
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Econometric Institute research papers
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9
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6
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5
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3
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3
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3
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ECONIS (ZBW)
146
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1
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:
2
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
3
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:
4
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
5
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
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
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:
8
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:
9
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
10
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:
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