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type_genre:"Übersichtsarbeit"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"The European journal of finance"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Mensi, Walid"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~person:"Zhu, Xiaoneng"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Estimation
37
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Forecasting model
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Bahmani-Oskooee, Mohsen
Gupta, Rangan
Ma, Feng
Mensi, Walid
Pierdzioch, Christian
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Tiwari, Aviral Kumar
Zhang, Yaojie
Zhu, Xiaoneng
Salisu, Afees A.
6
Corbet, Shaen
5
McMillan, David G.
5
Thornton, John
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4
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4
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Ap Gwilym, Owain
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Caporale, Guglielmo Maria
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Chan, Ngai Hang
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Choudhry, Taufiq
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Lucey, Brian M.
3
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Finance research letters
Journal of forecasting
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Applied economics
46
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34
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21
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17
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Empirica : journal of european economics
13
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Open economies review
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Pacific-Basin finance journal
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The International trade journal
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ECONIS (ZBW)
37
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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
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
3
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
4
Extreme sentiment and jumps in analyst forecast dispersion
Li, Pan
;
Chen, Kecai
;
Zhu, Xiaoneng
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014530870
Saved in:
5
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
6
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
7
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
8
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
9
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
10
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
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