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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Bollerslev, Tim"
~person:"Demirer, Rıza"
~person:"Gupta, Rangan"
~subject:"Capital income"
~subject:"Emerging economies"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Emerging economies
Estimation
227
Schätzung
227
Forecasting model
84
Volatility
84
Volatilität
84
Kapitaleinkommen
82
USA
74
United States
74
Börsenkurs
69
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69
Time series analysis
50
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50
Aktienmarkt
43
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43
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42
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42
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42
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42
Welt
37
World
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30
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30
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23
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21
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Risk premium
21
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20
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20
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19
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19
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19
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19
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126
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1
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Aufsatz in Zeitschrift
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127
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46
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2
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English
127
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Swanson, Norman R.
Bollerslev, Tim
Demirer, Rıza
Gupta, Rangan
Zaremba, Adam
59
McMillan, David G.
36
Ma, Feng
33
Pierdzioch, Christian
32
Wohar, Mark E.
29
Narayan, Paresh Kumar
25
Wang, Yudong
24
Zhang, Yaojie
23
Tiwari, Aviral Kumar
21
Balcilar, Mehmet
20
Salisu, Afees A.
20
Cakici, Nusret
18
Todorov, Viktor
18
Kumar, Dilip
17
Bali, Turan G.
16
Bouri, Elie
16
Gil-Alaña, Luis A.
16
Sehgal, Sanjay
16
Nonejad, Nima
15
Caporale, Guglielmo Maria
14
Chiang, Thomas C.
14
Long, Huaigang
14
Lee, Chien-chiang
13
Marcellino, Massimiliano
13
Moosa, Imad A.
13
Wei, Yu
13
Xuan Vinh Vo
13
Brooks, Robert
12
McAleer, Michael
12
Umutlu, Mehmet
12
Yin, Libo
12
Andersen, Torben
11
Apergēs, Nikolaos
11
Bohl, Martin T.
11
Cepni, Oguzhan
11
Jareño, Francisco
11
Jawadi, Fredj
11
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Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of econometrics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of financial economics
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Applied economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics and Business Letters : EBL
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Research in international business and finance
3
The European journal of finance
3
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of economics and finance : JEF
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Journal of multinational financial management
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Open economies review
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Pacific-Basin finance journal
2
Structural change and economic dynamics : SC+ED
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Contemporary economics
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Defence and peace economics
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Economic inquiry : journal of the Western Economic Association International
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economies : open access journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Global finance journal
1
International economic review
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ECONIS (ZBW)
127
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1
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:
2
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:
3
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:
4
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:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
8
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:
9
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:
10
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
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