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~isPartOf:"Annals of financial economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of real estate finance and economics"
~language:"eng"
~language:"swe"
~person:"Allen, David E."
~person:"Deng, Kaihua"
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~person:"Nijkamp, Peter"
~person:"Ping, Yuan"
~person:"Sermpinis, Georgios"
~subject:"Australien"
~subject:"Forecasting model"
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Australien
Forecasting model
Prognoseverfahren
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Allen, David E.
Deng, Kaihua
Gupta, Rangan
McMillan, David G.
Nijkamp, Peter
Ping, Yuan
Sermpinis, Georgios
Franses, Philip Hans
16
Pierdzioch, Christian
15
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12
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12
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11
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8
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8
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7
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7
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6
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School of Accounting, Finance and Economics <Perth, Western Australia>
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Annals of financial economics
Finance research letters
Journal of forecasting
Journal of risk and financial management : JRFM
School of Accounting, Finance and Economics & FEMARC working paper series
The European journal of finance
The journal of real estate finance and economics
Department of Economics working paper series
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ECONIS (ZBW)
95
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1
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:
2
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
3
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:
4
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
5
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage
Wei, Mingzhe
;
Sermpinis, Georgios
;
Stasinakis, Charalampos
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 852-871
Persistent link: https://www.econbiz.de/10014292835
Saved in:
6
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:
7
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
8
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
9
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
10
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
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