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~accessRights:"free"
~language:"ell"
~language:"eng"
~language:"slk"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Huber, Florian"
~subject:"Fachzeitschrift"
~subject:"Forecasting model"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Sammlung"
~type_genre:"Statistics"
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Fachzeitschrift
Forecasting model
Volatility
131
Volatilität
129
Estimation
117
Schätzung
117
Prognoseverfahren
102
USA
94
United States
94
Welt
92
World
92
ARCH model
71
ARCH-Modell
71
Theorie
54
Theory
54
VAR model
54
VAR-Modell
54
Börsenkurs
49
Share price
49
Time series analysis
49
Zeitreihenanalyse
49
Spillover effect
42
Spillover-Effekt
42
Bibliometrics
39
Bibliometrie
39
Capital income
39
Kapitaleinkommen
39
Risiko
38
Risk
38
Taiwan
35
Schock
33
Shock
33
Aktienmarkt
30
Stock market
30
Geldpolitik
29
Monetary policy
29
Bayes-Statistik
27
Bayesian inference
27
Forecasting
27
Journal
26
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Undetermined
10
Type of publication
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Book / Working Paper
Type of publication (narrower categories)
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Graue Literatur
Sammlung
Statistics
Working Paper
131
Arbeitspapier
128
Non-commercial literature
128
Amtsdruckschrift
1
Article in journal
1
Aufsatz in Zeitschrift
1
Conference paper
1
Government document
1
Konferenzbeitrag
1
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Language
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Modern Greek (1453-)
English
Slovak
Author
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Chang, Chia-Lin
Gupta, Rangan
Huber, Florian
McAleer, Michael
93
Ravazzolo, Francesco
78
Hyndman, Rob J.
66
Franses, Philip Hans
64
Marcellino, Massimiliano
62
Clark, Todd E.
59
Dijk, Herman K. van
46
Koop, Gary
42
Koopman, Siem Jan
41
McCracken, Michael W.
38
Dijk, Dick van
36
Kim, Hyeongwoo
34
Mitchell, James
32
Athanasopoulos, George
31
Pesaran, M. Hashem
31
Rossi, Barbara
31
Härdle, Wolfgang
30
Pierdzioch, Christian
29
Lahiri, Kajal
28
Casarin, Roberto
26
Diebold, Francis X.
26
Fritsche, Ulrich
26
Hendry, David F.
26
Timmermann, Allan
26
Kilian, Lutz
25
Schorfheide, Frank
25
Kapetanios, George
24
Korobilis, Dimitris
24
Lehmann, Robert
24
Giannone, Domenico
23
Guidolin, Massimo
22
Kunst, Robert M.
22
Wohlrabe, Klaus
22
Aastveit, Knut Are
21
Baumeister, Christiane
21
Dovern, Jonas
20
Grassi, Stefano
20
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Department of Economics working paper series
43
Econometric Institute research papers
20
Working paper
14
Working papers / University of Connecticut, Department of Economics
9
Department of Economics working paper
7
Discussion paper / Tinbergen Institute
7
Federal Reserve Bank of Cleveland working paper series
4
Finmap working paper
3
Strathclyde discussion papers in economics
3
Working papers in economics
3
Working paper series / European Central Bank
2
Discussion paper series / University of Heidelberg, Department of Economics
1
EERI research paper series
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Global Research Unit working paper
1
JRC working papers in economics and finance
1
KOF working papers
1
Staff working paper / Bank of Canada
1
WIFO working papers
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper / Department of Economics, Copenhagen Business School
1
Working paper series / Emory University, Department of Economics
1
Working papers in regional science
1
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ECONIS (ZBW)
128
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1
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:
2
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
3
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
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
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
6
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
7
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
8
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
9
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
10
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
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