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subject:"United Kingdom"
~person:"Girma, Sourafel"
~person:"Gupta, Rangan"
~person:"Shahbaz, Muhammad"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation"
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United Kingdom
Cointegration
Geldpolitik
Prognoseverfahren
Estimation
366
Schätzung
366
USA
94
United States
94
Forecasting model
91
Volatility
88
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88
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78
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189
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Girma, Sourafel
Gupta, Rangan
Shahbaz, Muhammad
Caporale, Guglielmo Maria
166
Gil-Alaña, Luis A.
136
Belke, Ansgar
99
Marcellino, Massimiliano
61
Blundell, Richard W.
60
Pierdzioch, Christian
54
Narayan, Paresh Kumar
53
Herwartz, Helmut
52
Dreger, Christian
51
Pesaran, M. Hashem
49
Wolters, Jürgen
48
Bahmani-Oskooee, Mohsen
47
Beckmann, Joscha
47
McAleer, Michael
47
McMillan, David G.
46
Jenkins, Stephen
45
Schorfheide, Frank
45
Wohar, Mark E.
40
Cheung, Yin-Wong
39
Döpke, Jörg
38
Siklos, Pierre L.
38
Siliverstovs, Boriss
38
Huber, Florian
36
Meghir, Costas
36
Ma, Feng
35
Hayo, Bernd
34
Shields, Michael
34
Balcilar, Mehmet
33
Hart, Robert A.
32
Mumtaz, Haroon
32
Diebold, Francis X.
31
Francesconi, Marco
31
Timmermann, Allan
31
Booth, Alison L.
30
Leeper, Eric M.
30
Christiano, Lawrence J.
29
Clark, Todd E.
29
Franses, Philip Hans
29
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8
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7
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4
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4
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2
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2
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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ECONIS (ZBW)
189
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1
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189
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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
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
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:
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
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:
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
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:
10
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:
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