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person:"Zimmermann, Klaus F."
~person:"Czarnitzki, Dirk"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
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Forecasting model
Schätzung
443
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440
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138
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Prognoseverfahren
94
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92
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81
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Zimmermann, Klaus F.
Czarnitzki, Dirk
Gupta, Rangan
Marcellino, Massimiliano
52
Pierdzioch, Christian
46
McMillan, David G.
40
McAleer, Michael
38
Ma, Feng
31
Pesaran, M. Hashem
29
Clark, Todd E.
28
Diebold, Francis X.
28
Timmermann, Allan
28
Swanson, Norman R.
27
Zaremba, Adam
27
Schorfheide, Frank
25
Kilian, Lutz
24
Siliverstovs, Boriss
24
Wang, Yudong
24
Franses, Philip Hans
23
Bollerslev, Tim
22
Döpke, Jörg
22
Ghysels, Eric
22
Herwartz, Helmut
22
Huber, Florian
22
Baumeister, Christiane
21
Härdle, Wolfgang
21
Ravazzolo, Francesco
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Zhang, Yaojie
21
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20
Narayan, Paresh Kumar
20
Rossi, Barbara
18
Schumacher, Christian
18
Zhou, Guofu
18
Balcilar, Mehmet
17
Cheung, Yin-Wong
17
Fritsche, Ulrich
17
Koop, Gary
17
Koopman, Siem Jan
17
Wolters, Maik H.
17
Kim, Hyeongwoo
16
McCracken, Michael W.
16
Paccagnini, Alessia
16
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Department of Economics working paper series
18
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
3
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3
International journal of finance & economics : IJFE
3
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3
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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DIW Berlin Discussion Paper
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Empirica : journal of european economics
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German Council for Social and Economic Data (RatSWD) Research Notes
1
IZA Discussion Paper
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IZA-Standpunkte
1
International journal of forecasting
1
International review of financial analysis
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Journal of the Operational Research Society
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ECONIS (ZBW)
94
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
9
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
10
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
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