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person:"Zimmermann, Klaus F."
~person:"Czarnitzki, Dirk"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Wirkungsanalyse"
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Forecasting model
Wirkungsanalyse
Schätzung
450
Estimation
447
Deutschland
138
Germany
138
Prognoseverfahren
97
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94
United States
94
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126
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Zimmermann, Klaus F.
Czarnitzki, Dirk
Gupta, Rangan
Lechner, Michael
69
Marcellino, Massimiliano
56
Pierdzioch, Christian
53
Pesaran, M. Hashem
52
Heckman, James J.
49
Diebold, Francis X.
43
McMillan, David G.
40
McAleer, Michael
38
Caliendo, Marco
35
Hujer, Reinhard
35
Lalive, Rafael
35
Ma, Feng
33
Jordà, Òscar
30
Bollerslev, Tim
29
Zaremba, Adam
29
Clark, Todd E.
28
Ghysels, Eric
28
Timmermann, Allan
28
Wang, Yudong
28
Fitzenberger, Bernd
27
Swanson, Norman R.
27
Huber, Florian
26
Kilian, Lutz
26
Rossi, Barbara
26
Schorfheide, Frank
26
Ziebarth, Nicolas R.
26
Caporale, Guglielmo Maria
25
Döpke, Jörg
25
Narayan, Paresh Kumar
25
Giavazzi, Francesco
24
Herwartz, Helmut
24
Nunnenkamp, Peter
24
Siliverstovs, Boriss
24
Taylor, Alan M.
24
Wunsch, Conny
24
Franses, Philip Hans
23
Schmidt, Christoph M.
23
Zhang, Yaojie
23
Baumeister, Christiane
22
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7
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4
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3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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1
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German Council for Social and Economic Data (RatSWD) Research Notes
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ECONIS (ZBW)
131
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1
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131
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
8
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
9
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
Saved in:
10
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
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