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~accessRights:"free"
~person:"Koopman, Siem Jan"
~person:"Pierdzioch, Christian"
~person:"Rossi, Barbara"
~source:"econis"
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Forecasting model
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42
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Koopman, Siem Jan
Pierdzioch, Christian
Rossi, Barbara
Ravazzolo, Francesco
122
Clark, Todd E.
108
Gupta, Rangan
108
Diebold, Francis X.
101
Franses, Philip Hans
99
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88
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87
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86
Svensson, Lars E. O.
77
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72
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71
Schorfheide, Frank
71
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70
Baldi, Guido
66
Engerer, Hella
66
Kapetanios, George
61
Junker, Simon
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Laxton, Douglas
59
Armstrong, J. Scott
57
Timmermann, Allan
57
Wolfers, Justin
57
Mitchell, James
54
Rieth, Malte
54
Giannone, Domenico
53
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49
Fichtner, Ferdinand
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Lahiri, Kajal
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48
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46
Korobilis, Dimitris
46
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43
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7
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2
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of international financial markets, institutions & money
1
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1
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Tinbergen Institute Discussion Paper 10-104/DSF 2
1
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ECONIS (ZBW)
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EconStor
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1
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet
;
Gabauer, David
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
Saved in:
8
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:
9
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:
10
Forecasting U.S. recessions using over 150 years of data : stock-market moments versus oil-market moments
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2024
Persistent link: https://www.econbiz.de/10014635879
Saved in:
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