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source:"econis"
subject:"Theorie"
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~subject:"Forecasting model"
~subject:"Share price"
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Theorie
Forecasting model
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487
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Attanasio, Orazio P.
Gupta, Rangan
Lindé, Jesper
Pierdzioch, Christian
Semmler, Willi
Caporale, Guglielmo Maria
135
Gil-Alaña, Luis A.
100
Pesaran, M. Hashem
89
McAleer, Michael
83
Marcellino, Massimiliano
70
Hautsch, Nikolaus
61
Härdle, Wolfgang
60
Herwartz, Helmut
53
Koopman, Siem Jan
53
McMillan, David G.
53
Narayan, Paresh Kumar
53
Timmermann, Allan
52
Engle, Robert F.
50
Zaremba, Adam
50
Bollerslev, Tim
49
Heckman, James J.
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Wohar, Mark E.
48
Bohl, Martin T.
46
Döpke, Jörg
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Kilian, Lutz
43
Schorfheide, Frank
42
Allen, David E.
41
Belke, Ansgar
41
Blundell, Richard W.
40
Ghysels, Eric
40
Kapetanios, George
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Cheung, Yin-Wong
39
Diebold, Francis X.
37
Belzil, Christian
36
Tiwari, Aviral Kumar
36
Todorov, Viktor
36
Acemoglu, Daron
34
Chinn, Menzie David
34
Franses, Philip Hans
34
Berg, Gerard J. van den
33
Campbell, John Y.
33
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33
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ECONIS (ZBW)
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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
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:
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
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:
7
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:
8
Understanding post-COVID inflation dynamics
Harding Affeld, Martín Ignacio
;
Lindé, Jesper
; …
-
2023
Persistent link: https://www.econbiz.de/10014249592
Saved in:
9
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:
10
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:
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