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~language:"eng"
~person:"Gupta, Rangan"
~person:"Casarin, Roberto"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
183
Estimation
157
Schätzung
157
United States
147
USA
145
Volatility
141
Volatilität
141
Theorie
106
Theory
106
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94
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Gupta, Rangan
Casarin, Roberto
Timmermann, Allan
74
Pierdzioch, Christian
63
Swanson, Norman R.
56
Franses, Philip Hans
54
McAleer, Michael
46
Ma, Feng
45
Marcellino, Massimiliano
44
Rossi, Barbara
44
Baghestani, Hamid
43
Ravazzolo, Francesco
39
Clements, Michael P.
35
Diebold, Francis X.
35
Hendry, David F.
35
Kim, Hyeongwoo
35
Kunst, Robert M.
34
Balcilar, Mehmet
31
Pesaran, M. Hashem
31
Lahiri, Kajal
30
Kapetanios, George
29
Koop, Gary
27
Granger, C. W. J.
25
McMillan, David G.
25
Ruelke, Jan-Christoph
25
Giannone, Domenico
24
Salisu, Afees A.
24
Wohar, Mark E.
24
Lux, Thomas
23
Miller, Stephen M.
23
Wang, Yudong
23
Giacomini, Raffaella
22
Zhang, Yaojie
22
Clark, Todd E.
21
Costantini, Mauro
21
Huber, Florian
21
Mitchell, James
21
Sekhposyan, Tatevik
21
Croux, Christophe
20
Bollerslev, Tim
19
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Department of Economics working paper series
43
Applied economics
15
Energy economics
9
Working papers / University of Connecticut, Department of Economics
9
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
8
Discussion paper / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
The South African journal of economics
5
Working papers
5
Annals of financial economics
4
Economics letters
4
The journal of real estate finance and economics
4
Applied economics letters
3
Computational economics
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International journal of finance & economics : IJFE
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University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
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Economics and Business Letters : EBL
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Tinbergen Institute Discussion Paper
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CREATES research paper
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Contemporary economics
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Defence and peace economics
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Economia internazionale
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global Research Unit working paper
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International business and economics research journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of production economics
1
Journal of behavioral and experimental economics
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ECONIS (ZBW)
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EconStor
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1
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:
2
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:
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
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:
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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
7
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:
8
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
9
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
10
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
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