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subject:"National income"
subject:"Time series analysis"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
~subject:"Share price"
~type:"article"
~type_genre:"Article in journal"
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National income
Time series analysis
ARCH model
Prognoseverfahren
Share price
Estimation
174
Schätzung
174
Forecasting model
62
Volatility
60
Volatilität
60
Capital income
58
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58
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55
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52
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40
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Nichtparametrisches Verfahren
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114
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114
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Gupta, Rangan
Gil-Alaña, Luis A.
94
Caporale, Guglielmo Maria
56
Tiwari, Aviral Kumar
47
Zaremba, Adam
46
Narayan, Paresh Kumar
39
Wohar, Mark E.
38
Pierdzioch, Christian
37
McMillan, David G.
36
Chang, Tsangyao
35
Ma, Feng
34
Balcilar, Mehmet
29
Salisu, Afees A.
27
Bahmani-Oskooee, Mohsen
26
Lee, Chien-chiang
26
McAleer, Michael
25
Wang, Yudong
25
Zhang, Yaojie
24
Moosa, Imad A.
23
Kumar, Dilip
21
Bouri, Elie
19
Bollerslev, Tim
18
Chiang, Thomas C.
18
Jawadi, Fredj
18
Todorov, Viktor
18
Apergēs, Nikolaos
17
Demirer, Rıza
17
Nonejad, Nima
17
Westerlund, Joakim
17
Brooks, Robert
16
Koopman, Siem Jan
16
Sehgal, Sanjay
15
Shahbaz, Muhammad
15
Shi, Yanlin
15
Wei, Yu
15
Xuan Vinh Vo
15
Bali, Turan G.
14
Caporin, Massimiliano
14
Döpke, Jörg
14
Franses, Philip Hans
14
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The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
7
Finance research letters
7
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
Economic modelling
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Economic systems
2
Economics letters
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Emerging markets review
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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Empirica : journal of european economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of strategic property management
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
Journal of business economics and management
1
Journal of emerging market finance
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ECONIS (ZBW)
114
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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 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
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
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