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subject:"Prognoseverfahren"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~subject:"Impact assessment"
~subject:"Panel"
~subject:"Theory"
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Prognoseverfahren
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Estimation
306
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Ghysels, Eric
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
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Berg, Gerard J. van den
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Baltagi, Badi H.
49
Afonso, António
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Buch, Claudia M.
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Timmermann, Allan
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Bollerslev, Tim
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Kilian, Lutz
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McMillan, David G.
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Engle, Robert F.
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Hautsch, Nikolaus
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Kapetanios, George
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Schorfheide, Frank
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Egger, Peter
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Hujer, Reinhard
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Rose, Andrew
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Belzil, Christian
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Caliendo, Marco
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Franses, Philip Hans
38
Lalive, Rafael
38
Meghir, Costas
38
Ziebarth, Nicolas R.
38
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37
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
165
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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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