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subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Gupta, Rangan"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Zeitreihenanalyse
Estimation
7
Schätzung
7
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Yield curve
3
Zinsstruktur
3
Aktienmarkt
2
Börsenkurs
2
Einkommensverteilung
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Großbritannien
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Income distribution
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Share price
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Spillover effect
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Spillover-Effekt
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Stock market
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Time series analysis
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USA
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United Kingdom
2
United States
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VAR model
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VAR-Modell
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Volatility
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Volatilität
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realized volatility
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Asia-Pacific region
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Asiatisch-pazifischer Raum
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Asymmetry
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Business cycle
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Financial conditions index
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HAR models
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Gupta, Rangan
Narayan, Paresh Kumar
7
McMillan, David G.
4
Westerlund, Joakim
4
Franses, Philip Hans
3
Gil-Alaña, Luis A.
3
Grossmann, Axel
3
Ma, Feng
3
Ravazzolo, Francesco
3
Sharma, Susan Sunila
3
Bollerslev, Tim
2
Boswijk, Herman Peter
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Carrasco, Marine
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Cheung, Ying Lun
2
De Grauwe, Paul
2
Devpura, Neluka
2
Diebold, Francis X.
2
Dinh Hoang Bach Phan
2
Gao, Jiti
2
Haldrup, Niels
2
Hammoudeh, Shawkat
2
Harvey, Andrew C.
2
Huber, Florian
2
Koop, Gary
2
Leybourne, Stephen James
2
Li, Jia
2
Li, Wai Keung
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Lobato, Ignacio N.
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Marcellino, Massimiliano
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Mariano, Roberto S.
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McCabe, Brendan Peter Martin
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Ogbonna, Ahamuefula E.
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Orlov, Alexei G.
2
Poon, Aubrey
2
Rossi, Barbara
2
Schienle, Melanie
2
Song, Xiaojun
2
Stock, James H.
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International journal of finance & economics : IJFE
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international financial markets, institutions & money
Department of Economics working paper series
19
Finance research letters
7
Applied economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Economic modelling
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working papers / University of Connecticut, Department of Economics
4
Applied economics letters
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 review of economics & finance : IREF
3
Journal of forecasting
3
Economics and Business Letters : EBL
2
Economics letters
2
Emerging markets review
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of macroeconomics
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo working papers
1
Cardiff economics working papers
1
Contemporary economics
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Economics / Journal articles : the open-access, open-assessment journal
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Economics, management and financial markets
1
Empirica : journal of european economics
1
Finmap working paper
1
International journal of forecasting
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of multinational financial management
1
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ECONIS (ZBW)
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A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
2
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
3
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
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