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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Blazsek, Szabolcs"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Salisu, Afees A."
~subject:"Einkommensverteilung"
~subject:"Geldpolitik"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"VAR-Modell"
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Einkommensverteilung
Geldpolitik
Prognoseverfahren
Risiko
VAR-Modell
Estimation
16
Schätzung
16
USA
8
United States
8
Forecasting model
7
Volatility
6
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Time series analysis
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forecasting
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realized volatility
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ARCH model
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Humankapital
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Article in journal
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11
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Blazsek, Szabolcs
Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Ma, Feng
5
Huang, Wei-Qiang
3
Belazreg, Walid
2
Berument, Hakan
2
Cai, Yifei
2
Chang, Tsangyao
2
Demirer, Rıza
2
He, Zhifang
2
Ji, Qiang
2
Liu, Peipei
2
Mtar, Kais
2
Ogbonna, Ahamuefula E.
2
Olson, Eric
2
Pierdzioch, Christian
2
Sheng, Xin
2
Siliverstovs, Boriss
2
Wei, Yu
2
Zhang, Yaojie
2
Çepni, Oğuzhan
2
Acosta-González, Hugo Nicolás
1
Acquah, Benjamin K.
1
Acquaye, Ivy K.
1
Adewuyi, Adeolu O.
1
Afonso, António
1
Ahn, Joonhong
1
Akosah, Nana Kwame
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Al-Busaidi, Samir
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Alfarhan, Usamah F.
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Alfonso, António
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An, Zhen
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Arunachal Hegde, Apoorva
1
Ayala, Astrid Loretta
1
Azimli, Asil
1
Aziz, Abdul
1
Baek, Ingul
1
Bai, Lan
1
Balcilar, Mehmet
1
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Applied economics letters
International journal of finance & economics : IJFE
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
International review of economics & finance : IREF
5
Research in international business and finance
5
Energy economics
4
Journal for studies in economics and econometrics : SEE
3
Open economies review
3
Annals of financial economics
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomics and finance in emerging market economies
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
Contemporary economics
1
Defence and peace economics
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
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ECONIS (ZBW)
11
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1
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
2
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
3
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
4
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
5
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
6
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
7
Score-driven panel data models of the capital structure of US firms
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1666-1670
Persistent link: https://www.econbiz.de/10012652569
Saved in:
8
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
9
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
10
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
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