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~accessRights:"free"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Weber, Enzo"
~subject:"Forecasting model"
~subject:"Volatilität"
~type:"book"
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Forecasting model
Volatilität
United States
50
USA
48
Estimation
40
Schätzung
40
Prognoseverfahren
27
Volatility
27
Business cycle
22
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22
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20
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20
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Klimawandel
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World
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Kapitaleinkommen
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11
EU countries
10
EU-Staaten
10
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Arbeitspapier
39
Graue Literatur
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Non-commercial literature
39
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39
Article in journal
1
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Conference paper
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Language
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English
Author
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Gupta, Rangan
Weber, Enzo
McAleer, Michael
47
Pierdzioch, Christian
23
Caporale, Guglielmo Maria
22
Härdle, Wolfgang
17
Croux, Christophe
16
Rossi, Barbara
15
Chang, Chia-Lin
13
Dijk, Dick van
13
Huber, Florian
13
Cepni, Oguzhan
12
Guo, Hui
12
Miller, Stephen M.
12
Buch, Claudia M.
11
Diebold, Francis X.
11
Franses, Philip Hans
11
Spagnolo, Nicola
11
Döpke, Jörg
10
Hautsch, Nikolaus
10
Guidolin, Massimo
9
Mitchell, James
9
Ravazzolo, Francesco
9
Xu, Yongdeng
9
Andersen, Torben
8
Billio, Monica
8
Clements, Michael P.
8
Koop, Gary
8
McCracken, Michael W.
8
Neely, Christopher J.
8
Pesaran, M. Hashem
8
Allen, David E.
7
Asai, Manabu
7
Bollerslev, Tim
7
Caporin, Massimiliano
7
Clark, Todd E.
7
Giannone, Domenico
7
Gil-Alaña, Luis A.
7
Nguyen, Hoang
7
Sekhposyan, Tatevik
7
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Institution
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Department of Economics working paper series
21
Working papers / University of Connecticut, Department of Economics
4
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
SFB 649 discussion paper
3
Discussion paper series / University of Heidelberg, Department of Economics
2
Global Research Unit working paper
2
CREATES research paper
1
Econometric Institute research papers
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Working paper / Department of Economics, Copenhagen Business School
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ECONIS (ZBW)
41
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1
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
3
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:
4
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
-
2024
Persistent link: https://www.econbiz.de/10015051333
Saved in:
5
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
6
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:
7
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
8
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:
9
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
Saved in:
10
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:
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