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accessRights:"restricted"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Estimation
172
Schätzung
172
Forecasting model
69
Volatility
59
Volatilität
59
Börsenkurs
56
Share price
56
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55
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55
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54
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54
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39
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16
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69
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Ghysels, Eric
Gupta, Rangan
Ma, Feng
30
Zaremba, Adam
24
Marcellino, Massimiliano
23
Pierdzioch, Christian
23
Wang, Yudong
23
Zhang, Yaojie
22
Nonejad, Nima
15
Narayan, Paresh Kumar
14
Salisu, Afees A.
14
Balcilar, Mehmet
12
Wei, Yu
12
Wohar, Mark E.
10
Baumeister, Christiane
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
Pan, Zhiyuan
8
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8
Timmermann, Allan
8
Bouri, Elie
7
Dai, Zhifeng
7
He, Mengxi
7
Jawadi, Fredj
7
Kilian, Lutz
7
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7
Liang, Chao
7
Yin, Libo
7
Bollerslev, Tim
6
Clark, Todd E.
6
Guérin, Pierre
6
Huang, Dengshi
6
Majumdar, Anandamayee
6
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Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Applied economics letters
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International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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Handbook of Economic Forecasting : volume 2, part A
1
International journal of forecasting
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International review of financial analysis
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1
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ECONIS (ZBW)
69
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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
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
4
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:
5
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:
6
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
7
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:
8
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:
9
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:
10
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
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