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person:"Zimmermann, Klaus F."
~person:"Czarnitzki, Dirk"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Volatilität"
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Forecasting model
Volatilität
Schätzung
450
Estimation
447
Deutschland
138
Germany
138
Prognoseverfahren
97
USA
94
United States
94
Volatility
84
Capital income
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Climate change
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English
132
German
2
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Zimmermann, Klaus F.
Czarnitzki, Dirk
Gupta, Rangan
McAleer, Michael
95
Pierdzioch, Christian
76
Caporale, Guglielmo Maria
59
Marcellino, Massimiliano
59
McMillan, David G.
50
Bollerslev, Tim
49
Härdle, Wolfgang
46
Diebold, Francis X.
43
Herwartz, Helmut
43
Döpke, Jörg
41
Pesaran, M. Hashem
41
Hautsch, Nikolaus
39
Koopman, Siem Jan
39
Ma, Feng
37
Belke, Ansgar
36
Todorov, Viktor
36
Bouri, Elie
35
Wohar, Mark E.
34
Bahmani-Oskooee, Mohsen
33
Timmermann, Allan
32
Balcilar, Mehmet
31
Chang, Chia-Lin
31
Cheung, Yin-Wong
31
Zaremba, Adam
31
Clark, Todd E.
30
Asai, Manabu
29
Narayan, Paresh Kumar
29
Swanson, Norman R.
29
Wang, Yudong
29
Caporin, Massimiliano
28
Huber, Florian
28
Gil-Alaña, Luis A.
27
Engle, Robert F.
26
Franses, Philip Hans
26
Schorfheide, Frank
26
Ghysels, Eric
25
Zhang, Yaojie
25
Guidolin, Massimo
24
Kilian, Lutz
24
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Department of Economics working paper series
24
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
5
Applied economics
3
Applied economics letters
3
Economics letters
3
International journal of finance & economics : IJFE
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 and Business Letters : EBL
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Applied economics quarterly
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
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DIW Berlin Discussion Paper
1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Defence and peace economics
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Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finmap working paper
1
German Council for Social and Economic Data (RatSWD) Research Notes
1
Global Research Unit working paper
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ECONIS (ZBW)
134
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134
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1
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
2
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
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:
4
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
5
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
7
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
8
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
9
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
10
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
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