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~accessRights:"restricted"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Taylor, Mark P."
~person:"Zhang, Wei"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Bibliographie"
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Prognoseverfahren
Estimation
159
Schätzung
159
Volatility
144
Volatilität
144
Forecasting model
139
Capital income
128
Kapitaleinkommen
128
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Gupta, Rangan
Taylor, Mark P.
Zhang, Wei
Ma, Feng
88
Zhang, Yaojie
55
Wang, Yudong
54
Pierdzioch, Christian
44
Liang, Chao
35
Zaremba, Adam
35
Petropoulos, Fotios
31
Salisu, Afees A.
31
Narayan, Paresh Kumar
29
Wang, Shouyang
27
Wei, Yu
27
Wohar, Mark E.
27
Nonejad, Nima
26
Bouri, Elie
23
Kourentzes, Nikolaos
23
Hyndman, Rob J.
22
Yin, Libo
22
Baghestani, Hamid
21
Liu, Li
21
Spiliotis, Evangelos
21
Assimakopoulos, V.
20
Balcilar, Mehmet
20
Lu, Xinjie
20
Makridakis, Spyros G.
20
Wang, Jiqian
20
Demirer, Rıza
19
Clements, Michael P.
18
Marcellino, Massimiliano
18
Taylor, James W.
18
Babai, M. Zied
17
Fildes, Robert
17
He, Mengxi
17
Li, Yan
17
Nikolopoulos, Konstantinos
17
Ziel, Florian
17
Bekiros, Stelios
16
Huang, Dengshi
16
Wu, Chongfeng
16
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15
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Finance research letters
13
Applied economics
8
Energy economics
8
Journal of forecasting
7
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International review of economics & finance : IREF
5
Annals of financial economics
4
Computational economics
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of financial analysis
4
Research in international business and finance
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Applied economics letters
3
Emerging markets, finance and trade : EMFT
3
International journal of finance & economics : IJFE
3
Journal of financial markets
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
The journal of real estate finance and economics
3
Economic modelling
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International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Open economies review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International finance
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Journal of banking & finance
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Journal of behavioral and experimental economics
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ECONIS (ZBW)
139
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1
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
4
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
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:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
9
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
10
Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014433839
Saved in:
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