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~subject:"Forecasting model"
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Forecasting model
Volatility
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Salisu, Afees A.
53
Gupta, Rangan
38
Bouri, Elie
9
Demirer, Rıza
8
Ogbonna, Ahamuefula Ephraim
7
Ji, Qiang
5
Pierdzioch, Christian
5
Cepni, Oguzhan
3
Isah, Kazeem O.
3
Tchankam, Jean Paul
3
Vo Xuan Vinh
3
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2
Ogbonna, Ahamuefula E.
2
Sikiru, Abdulsalam Abidemi
2
Van Eyden, Reneé
2
Adediran, Idris A.
1
Ademuyiwa, Idris
1
Akanni, Lateef O.
1
Caraiani, Petre
1
Chiemeke, Charles Chike
1
Cuñado Eizaguirre, Juncal
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Das, Sonali
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Department of Economics working paper series
10
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6
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4
Economic modelling
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Energy economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
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Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
2
US stock return predictability with high dimensional models
Salisu, Afees A.
;
Tchankam, Jean Paul
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014581651
Saved in:
3
Out-of- sample stock return predictability of alternative COVID-19 indices
Salisu, Afees A.
;
Tchankam, Jean Paul
;
Adediran, Idris A.
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
13
,
pp. 3739-3750
Persistent link: https://www.econbiz.de/10013462408
Saved in:
4
Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
; …
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1525-1556
Persistent link: https://www.econbiz.de/10013465713
Saved in:
5
Geopolitical risk and global financial cycle : some forecasting experiments
Salisu, Afees A.
;
Omoke, Philip Chimobi
;
Sikiru, …
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10013465757
Saved in:
6
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
8
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
9
Oil shocks and state-level stock market volatility of the United States : a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Cepni, Oguzhan
; …
- In:
Review of quantitative finance and accounting
63
(
2024
)
4
,
pp. 1473-1510
Persistent link: https://www.econbiz.de/10015178531
Saved in:
10
Technological shocks and stock market volatility over a century
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-31
Persistent link: https://www.econbiz.de/10015179715
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