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accessRights:"restricted"
~person:"Bollerslev, Tim"
~person:"Salisu, Afees A."
~subject:"Prognoseverfahren"
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Prognoseverfahren
Estimation
46
Schätzung
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Börsenkurs
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Share price
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Volatility
20
Volatilität
20
Capital income
19
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Bollerslev, Tim
Salisu, Afees A.
Gupta, Rangan
58
Ma, Feng
30
Zaremba, Adam
24
Marcellino, Massimiliano
23
Pierdzioch, Christian
22
Wang, Yudong
21
Zhang, Yaojie
20
Nonejad, Nima
15
Narayan, Paresh Kumar
14
Balcilar, Mehmet
12
Wei, Yu
12
Wohar, Mark E.
10
Baumeister, Christiane
9
Ghysels, Eric
9
Long, Huaigang
9
McMillan, David G.
9
Wu, Xinyu
9
Demirer, Rıza
8
Huber, Florian
8
Kumar, Dilip
8
Liu, Li
8
Lu, Xinjie
8
Moosa, Imad A.
8
Siliverstovs, Boriss
8
Timmermann, Allan
8
Dai, Zhifeng
7
Jawadi, Fredj
7
Kilian, Lutz
7
Li, Bin
7
Liang, Chao
7
Pan, Zhiyuan
7
Yin, Libo
7
Bouri, Elie
6
Clark, Todd E.
6
Guérin, Pierre
6
He, Mengxi
6
Huang, Dengshi
6
Majumdar, Anandamayee
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Finance research letters
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Energy economics
2
International review of financial analysis
2
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2
Journal of financial economics
2
Handbook of economic forecasting ; 1
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of financial econometrics
1
Journal of macroeconomics
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
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
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
6
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
7
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
8
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
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