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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Applied economics letters"
~person:"Engle, Robert F."
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Schorfheide, Frank"
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Forecasting model
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Engle, Robert F.
Gil-Alaña, Luis A.
Gupta, Rangan
Schorfheide, Frank
Pierdzioch, Christian
4
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2
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Applied economics letters
Department of Economics working paper series
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1
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
2
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
3
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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