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~isPartOf:"Annals of financial economics"
~isPartOf:"Department of Economics working paper series"
~language:"eng"
~language:"swe"
~person:"Allen, David E."
~person:"Deng, Kaihua"
~person:"Gupta, Rangan"
~person:"Luong, Chuong"
~person:"Nijkamp, Peter"
~person:"Ping, Yuan"
~person:"Tajmazinani, Maedeh"
~subject:"Forecasting model"
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Forecasting model
Volatility
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Prognoseverfahren
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37
Share price
37
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Allen, David E.
Deng, Kaihua
Gupta, Rangan
Luong, Chuong
Nijkamp, Peter
Ping, Yuan
Tajmazinani, Maedeh
Pierdzioch, Christian
16
Salisu, Afees A.
10
Ҫepni, Oğuzhan
8
Cepni, Oguzhan
7
Bonato, Matteo
6
Bouri, Elie
6
Demirer, Rıza
5
Karmakar, Sayar
4
Hassani, Hossein
3
Nielsen, Joshua
3
Ogbonna, Ahamuefula Ephraim
3
Christou, Christina
2
Dokučaev, Nikolaj G.
2
Franses, Philip Hans
2
Gabauer, David
2
Ji, Qiang
2
Liao, Wenting
2
Liu, Ruipeng
2
Luo, Jiawen
2
Plakandaras, Vasilios
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Rognone, Lavinia
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Segnon, Mawuli
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Shiba, Sisa
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Yeganegi, Mohammad Reza
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Çepni, Oğuzhan
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Ünal, Gazanfer
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Balcilar, Mehmet
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Brownlees, Christian
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Campe, Roland von
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Caporin, Massimiliano
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Caraiani, Petre
1
Cavaliere, Giuseppe
1
Chang, Bisharat Hussain
1
Chow, Hwee-kwan
1
Cuñado Eizaguirre, Juncal
1
Del Fava, Santino
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Annals of financial economics
Department of Economics working paper series
Applied economics
15
Journal of forecasting
15
Finance research letters
12
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
Energy economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
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
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
International review of financial analysis
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
The European journal of finance
3
Working paper
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Journal of economic studies
2
Open economies review
2
Quantitative finance
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Spatial economic analysis : the journal of the Regional Studies Association
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ECONIS (ZBW)
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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 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 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:
6
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:
7
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
8
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
9
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
10
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:
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