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~person:"Gupta, Rangan"
~subject:"Share price"
~subject:"VAR model"
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Share price
VAR model
Forecasting model
163
Prognoseverfahren
163
Estimation
149
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142
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140
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137
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Gupta, Rangan
Caporale, Guglielmo Maria
66
Pesaran, M. Hashem
48
Mumtaz, Haroon
45
Allen, David E.
41
Wohar, Mark E.
40
Gil-Alaña, Luis A.
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McAleer, Michael
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Theodoridis, Konstantinos
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33
Jusélius, Katarina
33
Lux, Thomas
33
Narayan, Paresh Kumar
33
Bohl, Martin T.
32
Pierdzioch, Christian
32
Huber, Florian
31
Johansen, Søren
29
Nielsen, Morten Ørregaard
29
Gambetti, Luca
28
Ryu, Doojin
28
Lütkepohl, Helmut
27
Neuenkirch, Matthias
27
Stulz, René M.
27
Weber, Enzo
27
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26
Plastun, Alex
26
Salisu, Afees A.
25
Canova, Fabio
24
Groenewold, Nicolaas
24
Kang, Wensheng
24
Kim, Hyeongwoo
24
Koop, Gary
24
Ratti, Ronald A.
24
Benati, Luca
23
Bouri, Elie
22
Marcellino, Massimiliano
22
Minford, Patrick
22
Castelnuovo, Efrem
21
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Department of Economics working paper series
40
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
12
Applied economics
8
Working papers / University of Connecticut, Department of Economics
8
Economics letters
6
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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4
Defence and peace economics
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3
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ECONIS (ZBW)
147
RePEc
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148
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
Saved in:
3
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
4
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10003951827
Saved in:
5
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:
6
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:
7
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
8
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
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
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
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