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subject:"Purchasing power parity"
subject:"World"
~person:"Buch, Claudia M."
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Time series analysis"
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Purchasing power parity
World
Forecasting model
Time series analysis
Estimation
398
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Volatility
105
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105
Welt
105
USA
100
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198
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Buch, Claudia M.
Gupta, Rangan
Caporale, Guglielmo Maria
200
Gil-Alaña, Luis A.
187
Schneider, Friedrich
110
Pesaran, M. Hashem
100
McAleer, Michael
78
Dreher, Axel
76
MacDonald, Ronald
75
Woessmann, Ludger
71
Chang, Tsangyao
70
Chinn, Menzie David
65
Marcellino, Massimiliano
61
Voigt, Stefan
61
Cheung, Yin-Wong
58
Bahmani-Oskooee, Mohsen
57
Pierdzioch, Christian
57
Koopman, Siem Jan
56
Rose, Andrew
55
Herwartz, Helmut
51
Kilian, Lutz
49
Nunnenkamp, Peter
49
Kapetanios, George
47
McMillan, David G.
47
Van Reenen, John
47
Levine, Ross
45
Narayan, Paresh Kumar
44
Chang, Chia-Lin
43
Härdle, Wolfgang
42
Belke, Ansgar
41
Zaremba, Adam
41
Acemoglu, Daron
40
Kim, Hyeongwoo
40
Franses, Philip Hans
39
Wohar, Mark E.
38
Barro, Robert J.
36
Diebold, Francis X.
35
Ma, Feng
35
Tiwari, Aviral Kumar
35
Balcilar, Mehmet
34
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7
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Bundesbank Series 1 Discussion Paper
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ECONIS (ZBW)
198
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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
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:
5
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:
6
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:
7
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
8
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:
9
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317448
Saved in:
10
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
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