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subject:"Forecasting model"
subject:"Stock market"
~accessRights:"restricted"
~person:"Gupta, Rangan"
~person:"Lu, Xinjie"
~person:"Timmermann, Allan"
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Forecasting model
Stock market
Estimation
170
Schätzung
170
Prognoseverfahren
75
Volatility
65
Volatilität
65
Capital income
60
Kapitaleinkommen
60
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95
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Gupta, Rangan
Lu, Xinjie
Timmermann, Allan
Zaremba, Adam
36
Ma, Feng
32
Pierdzioch, Christian
24
Balcilar, Mehmet
23
Marcellino, Massimiliano
23
Zhang, Yaojie
23
Wang, Yudong
22
Wohar, Mark E.
20
Salisu, Afees A.
18
Narayan, Paresh Kumar
17
Bouri, Elie
15
Demirer, Rıza
15
Nonejad, Nima
15
Tiwari, Aviral Kumar
13
Wei, Yu
13
Yoon, Seong-min
13
McMillan, David G.
12
Sehgal, Sanjay
12
Xuan Vinh Vo
12
Chiang, Thomas C.
11
Jawadi, Fredj
11
Long, Huaigang
11
Mensi, Walid
11
Shahzad, Syed Jawad Hussain
11
Ghysels, Eric
10
Gil-Alaña, Luis A.
10
Kang, Sang Hoon
10
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9
Bekiros, Stelios
9
Hammoudeh, Shawkat
9
Ji, Qiang
9
Narayan, Seema
9
Wu, Xinyu
9
Yin, Libo
9
Ferreira, Paulo
8
He, Mengxi
8
Huber, Florian
8
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8
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8
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Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
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4
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4
International review of economics & finance : IREF
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International journal of finance & economics : IJFE
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Department of Economics working paper series
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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Journal of forecasting
2
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Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
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Defence and peace economics
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Emerging markets review
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1
Journal of behavioral and experimental finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economics and finance
1
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1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of multinational financial management
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Journal of risk
1
Journal of the Operational Research Society
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
4
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:
5
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
6
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:
7
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
8
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:
9
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:
10
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
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