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~person:"Gupta, Rangan"
~person:"Rossi, Barbara"
~subject:"Forecasting model"
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Forecasting model
Prognoseverfahren
390
Estimation
296
Schätzung
296
United States
266
USA
265
Volatility
244
Volatilität
241
Theorie
196
Theory
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190
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190
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177
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177
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149
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149
Welt
148
World
148
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144
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142
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141
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140
Aktienmarkt
138
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126
Forecasting
122
Monetary policy
120
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116
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109
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108
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108
VAR-Modell
108
Geldpolitik
104
Oil price
97
Ölpreis
95
Causality analysis
92
Kausalanalyse
92
Forecast
86
Prognose
84
Schock
79
Shock
79
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6
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6
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4
Übersichtsarbeit
4
Conference paper
2
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2
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English
389
Author
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Gupta, Rangan
Rossi, Barbara
Marcellino, Massimiliano
191
Franses, Philip Hans
182
Diebold, Francis X.
173
Timmermann, Allan
169
Ravazzolo, Francesco
151
Clark, Todd E.
149
Pierdzioch, Christian
140
Clements, Michael P.
136
McAleer, Michael
119
McCracken, Michael W.
115
Hyndman, Rob J.
111
Kapetanios, George
109
Pesaran, M. Hashem
108
Swanson, Norman R.
105
Ma, Feng
104
Giannone, Domenico
95
Hendry, David F.
94
Koop, Gary
92
Schorfheide, Frank
92
Lahiri, Kajal
91
Koopman, Siem Jan
90
Fildes, Robert
87
McMillan, David G.
84
Kilian, Lutz
82
Ghysels, Eric
76
Dijk, Dick van
73
Siliverstovs, Boriss
70
Mitchell, James
69
Dijk, Herman K. van
66
Wang, Yudong
66
Armstrong, J. Scott
64
Guidolin, Massimo
64
Zhang, Yaojie
62
Carriero, Andrea
60
Athanasopoulos, George
59
Bollerslev, Tim
59
Watson, Mark W.
59
Baghestani, Hamid
58
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Department of Economics working paper series
50
Finance research letters
16
Applied economics
15
Journal of forecasting
15
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
14
Barcelona GSE working paper series : working paper
12
Energy economics
9
Working papers / University of Connecticut, Department of Economics
9
Economic modelling
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
ERID working paper
5
International review of economics & finance : IREF
5
Journal of econometrics
5
The South African journal of economics
5
Working papers / Duke University, Department of Economics
5
Annals of financial economics
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Research in international business and finance
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
The journal of real estate finance and economics
4
Applied economics letters
3
Computational economics
3
Discussion papers / CEPR
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of financial markets
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Applied financial economics
2
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ECONIS (ZBW)
389
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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
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:
4
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
5
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:
6
Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
9
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015061759
Saved in:
10
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
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