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subject:"Prognoseverfahren"
~person:"Dreger, Christian"
~person:"Gupta, Rangan"
~subject:"Impact assessment"
~subject:"Panel"
~subject:"Theory"
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Prognoseverfahren
Impact assessment
Panel
Theory
Estimation
359
Schätzung
359
USA
96
United States
96
Forecasting model
91
Volatility
81
Volatilität
81
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75
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English
160
German
4
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Dreger, Christian
Gupta, Rangan
Caporale, Guglielmo Maria
127
Pesaran, M. Hashem
117
Heckman, James J.
93
Gil-Alaña, Luis A.
76
Lechner, Michael
73
Marcellino, Massimiliano
71
Pierdzioch, Christian
69
McAleer, Michael
62
Blundell, Richard W.
60
Herwartz, Helmut
60
Härdle, Wolfgang
56
Koopman, Siem Jan
54
Narayan, Paresh Kumar
53
Diebold, Francis X.
51
Belke, Ansgar
50
Berg, Gerard J. van den
50
Baltagi, Badi H.
49
Afonso, António
48
Buch, Claudia M.
47
Timmermann, Allan
46
Bollerslev, Tim
45
Kilian, Lutz
45
McMillan, David G.
45
Engle, Robert F.
44
Hautsch, Nikolaus
44
Kapetanios, George
44
Schorfheide, Frank
43
Egger, Peter
42
Hujer, Reinhard
42
Rose, Andrew
40
Ghysels, Eric
39
Belzil, Christian
38
Caliendo, Marco
38
Franses, Philip Hans
38
Lalive, Rafael
38
Meghir, Costas
38
Ziebarth, Nicolas R.
38
Chang, Tsangyao
37
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Department of Economics working paper series
23
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
Applied economics
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
International journal of finance & economics : IJFE
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
DIW Berlin Discussion Paper
3
Economic modelling
3
Economics letters
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Journal of macroeconomics
3
Volkswirtschaftliche Diskussionsbeiträge
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Diskussionspapiere / Institut für Wirtschaftsforschung Halle
2
Economics and Business Letters : EBL
2
Empirica : journal of european economics
2
Energy economics
2
HWWA discussion paper
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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 multinational financial management
2
Open economies review
2
Research in international business and finance
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Advances in macroeconometric modeling : papers and proceedings of the 3rd IWH Workshop in Macroeconometrics ; [held in November 2002 at the Halle Institute]
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of economics and finance
1
Applied economics quarterly
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
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Defence and peace economics
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
163
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1
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163
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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 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
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
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:
5
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:
6
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
7
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:
8
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:
9
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:
10
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
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