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~isPartOf:"Annals of financial economics"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~language:"eng"
~language:"swe"
~person:"Alaali, Fatema"
~person:"Allen, David E."
~person:"Deng, Kaihua"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Luong, Chuong"
~person:"Nijkamp, Peter"
~person:"Ping, Yuan"
~person:"Tajmazinani, Maedeh"
~person:"Ünal, Gazanfer"
~subject:"Forecasting model"
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Forecasting model
Prognoseverfahren
69
Volatility
62
Volatilität
62
Estimation
53
Schätzung
53
Welt
42
World
42
Börsenkurs
40
Share price
40
Risiko
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Risk
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USA
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United States
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Capital income
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35
Aktienmarkt
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Stock market
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Forecasting
30
Climate change
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Theorie
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Theory
28
ARCH model
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ARCH-Modell
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Time series analysis
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Zeitreihenanalyse
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Forecast
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Prognose
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Shock
12
Climate risks
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Economic growth
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Inflation
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Wirtschaftswachstum
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VAR model
10
VAR-Modell
10
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9
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45
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18
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49
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20
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49
Non-commercial literature
49
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49
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20
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20
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English
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Author
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Alaali, Fatema
Allen, David E.
Deng, Kaihua
Gupta, Rangan
Herwartz, Helmut
Luong, Chuong
Nijkamp, Peter
Ping, Yuan
Tajmazinani, Maedeh
Ünal, Gazanfer
Pierdzioch, Christian
21
Salisu, Afees A.
11
Bouri, Elie
9
Ҫepni, Oğuzhan
8
Cepni, Oguzhan
7
Bonato, Matteo
6
Demirer, Rıza
5
Karmakar, Sayar
5
Balcilar, Mehmet
4
Ogbonna, Ahamuefula Ephraim
4
Baltagi, Badi H.
3
Franses, Philip Hans
3
Golinelli, Roberto
3
Hassani, Hossein
3
Kunst, Robert M.
3
Nielsen, Joshua
3
Aye, Goodness C.
2
Bekiros, Stelios
2
Cai, Zongwu
2
Caraiani, Petre
2
Christou, Christina
2
Dokučaev, Nikolaj G.
2
Fukuda, Kosei
2
Gabauer, David
2
Heinisch, Katja
2
Ji, Qiang
2
Jönsson, Kristian
2
Klaassen, Franc
2
Krämer, Walter
2
Liao, Wenting
2
Liu, Ruipeng
2
Louzis, Dimitrios P.
2
Luo, Jiawen
2
Ma, Feng
2
Majumdar, Anandamayee
2
Miller, Stephen M.
2
Mjelde, James W.
2
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Annals of financial economics
Department of Economics working paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of forecasting
19
Finance research letters
16
Applied economics
15
Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
Working papers / University of Connecticut, Department of Economics
9
Discussion paper / Tinbergen Institute
8
Economic modelling
8
International journal of forecasting
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
5
International review of economics & finance : IREF
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
The South African journal of economics
5
Applied economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
SFB 649 discussion paper
4
The European journal of finance
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
The journal of real estate finance and economics
4
Computational economics
3
DIW Berlin Discussion Paper
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of financial markets
3
Journal of risk and financial management : JRFM
3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working paper
3
Applied financial economics
2
Discussion papers of interdisciplinary research project 373
2
Economics and Business Letters : EBL
2
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ECONIS (ZBW)
69
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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
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
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