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~person:"Gupta, Rangan"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Schätzung"
~subject:"Wechselkurs"
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Börsenkurs
Schätzung
Wechselkurs
Forecasting model
277
Prognoseverfahren
277
Volatility
111
Volatilität
111
Capital income
88
Kapitaleinkommen
88
Estimation
87
USA
80
United States
80
Share price
74
Risiko
58
Risk
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Theorie
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Theory
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Forecast
53
Forecasting
53
Prognose
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Welt
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World
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Aktienmarkt
48
South Africa
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48
ARCH model
43
ARCH-Modell
43
forecasting
40
Immobilienpreis
35
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Bayes-Statistik
28
Bayesian inference
28
Oil price
28
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24
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23
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Gupta, Rangan
Pierdzioch, Christian
72
Ma, Feng
58
Marcellino, Massimiliano
56
McMillan, David G.
56
Rossi, Barbara
51
McAleer, Michael
50
Timmermann, Allan
44
Chinn, Menzie David
38
Pesaran, M. Hashem
37
Clark, Todd E.
35
Zaremba, Adam
35
Diebold, Francis X.
34
Wang, Yudong
34
Franses, Philip Hans
33
Kilian, Lutz
33
Narayan, Paresh Kumar
33
Salisu, Afees A.
33
Zhang, Yaojie
33
Cheung, Yin-Wong
31
Schorfheide, Frank
31
Bollerslev, Tim
30
Ravazzolo, Francesco
30
Sarno, Lucio
29
Swanson, Norman R.
29
Zhou, Guofu
29
MacDonald, Ronald
28
Ghysels, Eric
26
Herwartz, Helmut
26
Koop, Gary
26
Döpke, Jörg
25
Huber, Florian
24
Lux, Thomas
24
Siliverstovs, Boriss
24
Baumeister, Christiane
23
Bekaert, Geert
23
Guidolin, Massimo
23
Härdle, Wolfgang
23
Kim, Hyeongwoo
22
Taylor, Mark P.
22
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Department of Economics working paper series
34
Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economic modelling
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Applied economics
3
Applied economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of finance & economics : IJFE
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Energy economics
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 financial markets
2
Open economies review
2
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
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1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Finmap working paper
1
Global finance journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of emerging market finance
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of multinational financial management
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661146
Saved in:
10
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
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