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subject:"Prognoseverfahren"
~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Reihe Ökonomie"
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Prognoseverfahren
Schätzung
191
Estimation
190
Theorie
51
Theory
51
Welt
41
World
41
USA
37
United States
37
Time series analysis
35
Zeitreihenanalyse
35
Forecasting model
34
Capital income
27
Kapitaleinkommen
27
Volatility
26
Volatilität
26
Börsenkurs
25
Share price
25
Risiko
21
Risk
21
Estimation theory
18
Schätztheorie
18
Climate change
17
Klimawandel
17
VAR model
17
VAR-Modell
17
Panel
16
Panel study
16
Geldpolitik
13
Impact assessment
13
Wirkungsanalyse
13
Großbritannien
12
Inflation
12
Monetary policy
12
Prognose
12
Schock
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Shock
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United Kingdom
12
ARCH model
11
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English
34
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Gupta, Rangan
17
Kunst, Robert M.
5
Bouri, Elie
4
Jumah, Adusei
4
Ҫepni, Oğuzhan
4
Cepni, Oguzhan
3
Costantini, Mauro
3
Linton, Oliver
3
Pierdzioch, Christian
3
Salisu, Afees A.
3
Christou, Christina
2
Karmakar, Sayar
2
Liao, Wenting
2
Pappalardo, Carmine
2
Pesaran, M. Hashem
2
Pick, Andreas
2
Ashby, Michael F.
1
Auld, Tom
1
Bhimreddy, Komal S. R.
1
Bonato, Matteo
1
Cheng, Tingting
1
Cristea, Radu Gabriel
1
Ding, Dexter
1
Ding, Yashuang
1
Fu, Shengjie
1
Gabauer, David
1
Gao, Jiti
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Guo, Bowei
1
Hassani, Hossein
1
Ji, Qiang
1
Liu, Ruipeng
1
Luo, Jiawen
1
Ma, Jun
1
Majumdar, Anandamayee
1
Muddana, Thanoj K.
1
Nel, Jacobus
1
Newbery, David M. G.
1
Nielsen, Joshua
1
Ogbonna, Ahamuefula Ephraim
1
Plakandaras, Vasilios
1
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Cambridge working papers in economics
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Reihe Ökonomie
NBER Working Paper
45
NBER working paper series
44
Working paper
39
CESifo working papers
30
Discussion paper / Tinbergen Institute
30
Finance and economics discussion series
24
Journal of risk and financial management : JRFM
22
Discussion paper / Deutsche Bundesbank
19
Econometric Institute research papers
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Working paper / National Bureau of Economic Research, Inc.
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Federal Reserve Bank of Cleveland working paper series
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SFB 649 discussion paper
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CAMA working paper series
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CREATES research paper
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CESifo Working Paper Series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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CFS working paper series
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Staff reports / Federal Reserve Bank of New York
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Risks : open access journal
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Temi di discussione / Banca d'Italia
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ECONIS (ZBW)
34
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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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
3
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
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
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
7
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
8
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
Saved in:
9
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
10
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
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