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subject:"Portfolio-Management"
subject:"USA"
~person:"Akcigit, Ufuk"
~person:"Artus, Patrick"
~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Forecasting model"
~type_genre:"Graue Literatur"
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Portfolio-Management
USA
Aktienmarkt
Forecasting model
Theorie
256
Theory
256
Geldpolitik
56
Monetary policy
56
United States
45
Central bank
30
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30
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27
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27
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24
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24
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20
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20
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17
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17
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16
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16
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16
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39
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29
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Akcigit, Ufuk
Artus, Patrick
Gupta, Rangan
Marcellino, Massimiliano
57
Timmermann, Allan
53
Diebold, Francis X.
48
Clark, Todd E.
45
Härdle, Wolfgang
44
Pesaran, M. Hashem
42
Heckman, James J.
38
Franses, Philip Hans
37
Acemoglu, Daron
36
Hyndman, Rob J.
33
Caporale, Guglielmo Maria
32
Kilian, Lutz
32
Platen, Eckhard
32
Campbell, John Y.
31
Dijk, Herman K. van
31
Hautsch, Nikolaus
29
Koopman, Siem Jan
29
Pástor, Ľuboš
29
Rossi, Barbara
29
Schorfheide, Frank
29
Stambaugh, Robert F.
29
Uppal, Raman
29
Gil-Alaña, Luis A.
28
Koop, Gary
28
Ravazzolo, Francesco
28
Greenwood, Jeremy
27
Lucas, André
27
Christiano, Lawrence J.
25
Glaeser, Edward L.
24
Krueger, Dirk
24
Bollerslev, Tim
23
Caballero, Ricardo J.
23
Giannone, Domenico
23
Swanson, Norman R.
23
Basu, Susanto
22
Engle, Robert F.
22
Kehoe, Patrick J.
22
Maurer, Raimond
22
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ECONIS (ZBW)
68
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1
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68
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1
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
2
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
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
Fiscal policy and stock markets at the effective lower bound
André, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014281696
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
Gold-to-platinum price ratio and the predictability of bubbles in financial markets
Demirer, Rıza
;
Gabauer, David
;
Gupta, Rangan
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014287801
Saved in:
7
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
8
Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen
;
Ҫepni, Oğuzhan
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013469716
Saved in:
9
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
;
Sensoy, Ahmet
-
2021
Persistent link: https://www.econbiz.de/10013041373
Saved in:
10
Forecasting the Artificial Intelligence index returns : a hybrid approach
Zhang, Yue-jun
;
Zhang, Han
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012692569
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