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~language:"eng"
~type_genre:"Article in journal"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
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Forecasting model
Prognoseverfahren
194
Estimation
178
Schätzung
178
Volatility
159
Volatilität
159
USA
129
United States
129
Capital income
126
Kapitaleinkommen
126
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122
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122
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103
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103
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95
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95
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92
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92
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83
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61
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54
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54
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53
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49
Shock
49
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46
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46
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194
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70
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69
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English
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Gupta, Rangan
Ma, Feng
98
Pierdzioch, Christian
87
Clements, Michael P.
71
Franses, Philip Hans
64
Wang, Yudong
62
Zhang, Yaojie
62
Baghestani, Hamid
58
Fildes, Robert
57
Timmermann, Allan
55
McMillan, David G.
52
Marcellino, Massimiliano
51
Stekler, Herman O.
46
Wohar, Mark E.
44
Petropoulos, Fotios
43
Nikolopoulos, Konstantinos
41
Wang, Shouyang
41
Goodwin, Paul
40
Liang, Chao
40
Zaremba, Adam
40
Salisu, Afees A.
39
Song, Haiyan
39
Hyndman, Rob J.
38
Narayan, Paresh Kumar
38
Ruelke, Jan-Christoph
38
Hendry, David F.
37
Swanson, Norman R.
36
Taylor, James W.
36
Diebold, Francis X.
35
Bratu, Mihaela
34
Kourentzes, Nikolaos
33
Bouri, Elie
31
Kapetanios, George
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
Balcilar, Mehmet
30
Makridakis, Spyros G.
29
Michelsen, Claus
29
Pesaran, M. Hashem
29
Wei, Yu
29
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Finance research letters
16
Applied economics
15
Journal of forecasting
15
Energy 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
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
Annals of financial economics
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
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
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
International journal of finance & economics : IJFE
3
International journal of forecasting
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
Economics and Business Letters : EBL
2
Journal of economic studies
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Contemporary economics
1
Defence and peace economics
1
Eastern economic journal
1
Economia internazionale
1
Economic research
1
Economic systems
1
Economics : the open-access, open-assessment journal
1
Emerging markets review
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ECONIS (ZBW)
194
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1
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:
2
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:
3
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
4
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
5
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:
6
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
7
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
8
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:
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 the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
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