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Forecasting stock market (real...
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USA
Forecasting model
336
Prognoseverfahren
336
Volatility
323
Volatilität
318
United States
265
Estimation
244
Schätzung
244
Börsenkurs
226
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226
Capital income
220
Kapitaleinkommen
220
Risiko
207
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207
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199
Aktienmarkt
197
Welt
181
World
181
Theorie
175
Theory
175
South Africa
144
Time series analysis
125
Zeitreihenanalyse
125
VAR model
118
Forecasting
117
VAR-Modell
117
Südafrika
116
Immobilienpreis
112
Real estate price
112
Inflation
109
Oil price
102
Ölpreis
100
ARCH model
98
ARCH-Modell
98
Monetary policy
97
Schock
89
Shock
89
Causality analysis
82
Kausalanalyse
82
Geldpolitik
78
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107
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153
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70
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Non-commercial literature
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2
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263
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Gupta, Rangan
251
Miller, Stephen M.
57
Balcilar, Mehmet
36
Wohar, Mark E.
34
Cepni, Oguzhan
22
Sheng, Xin
21
Pierdzioch, Christian
20
Bouri, Elie
16
Demirer, Rıza
15
Plakandaras, Vasilios
15
Salisu, Afees A.
15
Cuñado Eizaguirre, Juncal
14
Tiwari, Aviral Kumar
12
Çepni, Oğuzhan
12
Aye, Goodness C.
11
Christou, Christina
11
Marfatia, Hardik A.
11
Gil-Alaña, Luis A.
10
Ji, Qiang
10
Majumdar, Anandamayee
10
Simo-Kengne, Beatrice D.
8
Van Eyden, Reneé
8
Chang, Shinhye
7
Kabundi, Alain
7
Liao, Wenting
7
Papadimitriou, Theophilos
7
André, Christophe
6
Apergēs, Nikolaos
6
Bonato, Matteo
6
Caporale, Guglielmo Maria
6
Gkonkas, Periklēs
6
Ma, Jun
6
Antonakakis, Nikolaos
5
Berisha, Edmond
5
El Montasser, Ghassen
5
Lau, Chi Keung
5
Polat, Onur
5
Sibande, Xolani
5
Subramaniam, Sowmya
5
Canarella, Giorgio
4
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Department of Economics working paper series
37
Working papers / University of Connecticut, Department of Economics
22
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
10
Finance research letters
8
Applied economics letters
7
The journal of real estate finance and economics
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of economics & finance : IREF
6
Annals of financial economics
5
Energy economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International journal of finance & economics : IJFE
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Research in international business and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economic modelling
2
Economics : the open-access, open-assessment e-journal
2
Economics : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Empirica : journal of european economics
2
Financial innovation : FIN
2
Global Research Unit working paper
2
International journal of strategic property management
2
Journal of economics and finance : JEF
2
Journal of forecasting
2
Macroeconomic dynamics
2
Panoeconomicus
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied econometrics and international development
1
Atlantic economic journal : AEJ
1
Australian economic papers
1
CESifo Working Paper Series
1
CESifo working papers
1
Cardiff economics working papers
1
Computational economics
1
DIW Berlin Discussion Paper
1
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ECONIS (ZBW)
263
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1
Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012643036
Saved in:
2
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:
3
A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Annals of financial economics
17
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
Saved in:
4
The predictive power of industrial electricity usage revisited : evidence from non-parametric causality tests
Bonato, Matteo
;
Demirer, Rıza
;
Gupta, Rangan
- In:
OPEC energy review
42
(
2018
)
2
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011969463
Saved in:
5
The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Van …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
6
,
pp. 1052-1064
Persistent link: https://www.econbiz.de/10011792967
Saved in:
6
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
7
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
8
The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
International finance : the only journal bridging the …
25
(
2022
)
3
,
pp. 313-340
Persistent link: https://www.econbiz.de/10013472786
Saved in:
9
Forecasting home sales in the four census regions and the aggregate US economy using singular spectrum analysis
Hassani, Hossein
;
Ghodsi, Zara
;
Gupta, Rangan
;
Segnon, …
- In:
Computational economics
49
(
2017
)
1
,
pp. 83-97
Persistent link: https://www.econbiz.de/10011751817
Saved in:
10
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
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