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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Panoeconomicus"
~language:"afr"
~language:"eng"
~person:"Blazsek, Szabolcs"
~person:"Gupta, Rangan"
~person:"Smith, Jeremy"
~person:"Taylor, James W."
~subject:"Estimation theory"
~subject:"Hurst exponent"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Hochschulschrift"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Portfolio-Management
United States
Estimation theory
Hurst exponent
Mathematische Optimierung
Theorie
24
Theory
24
Forecasting model
16
Prognoseverfahren
16
Time series analysis
7
USA
7
Zeitreihenanalyse
7
forecasting
6
Statistical distribution
5
Statistische Verteilung
5
Estimation
3
Risikomaß
3
Risk measure
3
Schätztheorie
3
Schätzung
3
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3
VAR-Modell
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3
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Aktienmarkt
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Inflation
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2
Leading indicator
2
Multivariate Verteilung
2
Multivariate distribution
2
Nichtlineare Regression
2
Nonlinear regression
2
Out-of-sample forecasts
2
Portfolio selection
2
Regression analysis
2
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2
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12
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Hochschulschrift
Multi-volume publication
Systematic review
Aufsatz in Zeitschrift
12
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Author
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Blazsek, Szabolcs
Gupta, Rangan
Smith, Jeremy
Taylor, James W.
Fabozzi, Frank J.
4
Johnson, Paul A.
3
Li, Daye
3
McAleer, Michael
3
Ravishanker, Nalini
3
Sengupta, Jati K.
3
Banerjee, Anurag Narayan
2
Belton, Willie James
2
Bessler, David A.
2
Bonham, Carl Stanley
2
Cassou, Steven Peter
2
Chan, Wai-Sum
2
Clements, Michael P.
2
Eckard, Edwin W.
2
Hudson, John
2
Kolari, James W.
2
Kumbhakar, Subal
2
Leybourne, Stephen James
2
Marlow, Michael L.
2
Marshall, Cara M.
2
McGibany, James M.
2
Nair-Reichert, Usha
2
Nawrocki, David N.
2
Nourzad, Farrokh
2
Patterson, Kerry D.
2
Peel, David
2
Sephton, Peter S.
2
Swofford, James L.
2
Talpaz, Hovav
2
Thornton, James
2
Timmermann, Allan
2
Wang, Yi-Hsien
2
Wohar, Mark E.
2
Abid, Ilyes
1
Aczel, Amir D.
1
Afawubo, Komiwi
1
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Applied economics
Journal of forecasting
Panoeconomicus
Finance research letters
2
Journal of macroeconomics
2
Annals of financial economics
1
Computational economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International business and economics research journal
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business economics and management
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Macroeconomic dynamics
1
Pacific-Basin finance journal
1
SERIEs : Journal of the Spanish Economic Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
12
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1
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12
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1
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
2
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Saved in:
3
QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs
;
Mendoza, Vicente
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
Saved in:
4
Does debt ceiling and government shutdown help in forecasting the US equity risk premium?
Aye, Goodness C.
;
Deale, Frederick W.
;
Gupta, Rangan
- In:
Panoeconomicus
63
(
2016
)
3
,
pp. 273-291
Persistent link: https://www.econbiz.de/10011582003
Saved in:
5
Forecasting US consumer price index : does nonlinearity matter?
Álvarez-Díaz, Marcos
;
Gupta, Rangan
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4462-4475
Persistent link: https://www.econbiz.de/10011640110
Saved in:
6
US inflation dynamics on long-range data
Plakandaras, Vasilios
;
Gkonkas, Periklēs
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
Saved in:
7
Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment
Gupta, Rangan
- In:
Applied economics
45
(
2013
)
31/33
,
pp. 4677-4697
Persistent link: https://www.econbiz.de/10010225005
Saved in:
8
Evaluating the forecast densities of linear and non-linear models : applications to output growth and unemployment
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 255-276
Persistent link: https://www.econbiz.de/10001504605
Saved in:
9
A quantile regression neural network approach to estimating the conditional density of multiperiod returns
Taylor, James W.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 299-311
Persistent link: https://www.econbiz.de/10001504631
Saved in:
10
Evaluating volatility and interval forecasts
Taylor, James W.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
Saved in:
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