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~person:"Gupta, Rangan"
~person:"Rossi, Barbara"
~subject:"Forecasting model"
~subject:"Volatility"
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Forecasting model
Volatility
Prognoseverfahren
97
Estimation
69
Schätzung
69
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46
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46
Theorie
44
Theory
44
Bayes-Statistik
42
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112
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Gupta, Rangan
Rossi, Barbara
Ravazzolo, Francesco
90
Clark, Todd E.
85
Marcellino, Massimiliano
74
Koop, Gary
69
Dijk, Herman K. van
58
Carriero, Andrea
53
Diebold, Francis X.
46
Casarin, Roberto
45
Kapetanios, George
45
McCracken, Michael W.
45
McAleer, Michael
44
Huber, Florian
41
Swanson, Norman R.
39
Schorfheide, Frank
37
Härdle, Wolfgang
35
Dijk, Dick van
34
Korobilis, Dimitris
34
Koopman, Siem Jan
31
Chan, Joshua
30
Corradi, Valentina
29
Franses, Philip Hans
29
Linton, Oliver
29
Phillips, Peter C. B.
28
Croux, Christophe
27
Martin, Gael M.
27
Pesaran, M. Hashem
27
Timmermann, Allan
27
Poon, Aubrey
26
Balcilar, Mehmet
25
Hoogerheide, Lennart
25
Hounyo, Ulrich
25
Mitchell, James
25
Giannone, Domenico
24
Gonçalves, Sílvia
24
Grassi, Stefano
24
Herwartz, Helmut
24
Teräsvirta, Timo
24
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23
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The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
Department of Economics working paper series
6
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Barcelona GSE working paper series : working paper
4
Economic modelling
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Discussion paper / Centre for Economic Policy Research
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Journal of forecasting
3
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Economics letters
2
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Handbook of economic forecasting ; Volume 2B
2
International review of financial analysis
2
Journal of multinational financial management
2
Open economies review
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The European journal of finance
2
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Working papers / University of Connecticut, Department of Economics
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International economics and economic policy : IEEP
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of central banking theory and practice
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Journal of emerging market finance
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ECONIS (ZBW)
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1
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
2
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
3
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:
4
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011582617
Saved in:
5
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:
6
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
7
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
8
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
9
Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen
;
Ҫepni, Oğuzhan
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013469716
Saved in:
10
Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
; …
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
Saved in:
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