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~isPartOf:"Annals of financial economics"
~language:"eng"
~language:"swe"
~person:"Deng, Kaihua"
~person:"Gupta, Rangan"
~person:"Nijkamp, Peter"
~subject:"Forecasting model"
~subject:"realized volatility"
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Forecasting model
realized volatility
Prognoseverfahren
6
Risiko
6
Risk
6
Forecast
4
Prognose
4
USA
4
United States
4
Theorie
3
Theory
3
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3
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forecasting
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Deng, Kaihua
Gupta, Rangan
Nijkamp, Peter
Dokučaev, Nikolaj G.
2
Franses, Philip Hans
2
Hassani, Hossein
2
Shiba, Sisa
2
Ünal, Gazanfer
2
Abuelfadl, Moustafa
1
Allen, David E.
1
Brownlees, Christian
1
Campe, Roland von
1
Cavaliere, Giuseppe
1
Chang, Bisharat Hussain
1
Chow, Hwee-kwan
1
Cuñado Eizaguirre, Juncal
1
Demirer, Rıza
1
Derindag, Omer Faruk
1
Doğangün, Itir
1
Gabrielsen, Alexandros
1
Gohar, Raheel
1
Goswami, Samrat
1
Gülerce, Mustafa
1
Hin, Lin-Yee
1
Janssens, Eva
1
Kim, Chang-jin
1
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1
Liu, Zhuoshi
1
Luong, Chuong
1
McAleer, Michael
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Monti, Alice
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Paolella, Marc S.
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1
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1
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1
Salisu, Afees A.
1
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1
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Annals of financial economics
Department of Economics working paper series
50
Applied economics
15
Finance research letters
15
Journal of forecasting
15
Energy economics
9
Working papers / University of Connecticut, Department of Economics
9
Economic modelling
8
The North American journal of economics and finance : a journal of financial economics studies
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
The South African journal of economics
5
Applied economics letters
4
Discussion paper / Tinbergen Institute
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
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 & trade : a journal of the Society for the Study of Emerging Markets
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
Journal of financial markets
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
Applied financial economics
2
Economics and Business Letters : EBL
2
Journal of economic studies
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Quantitative finance
2
Spatial economic analysis : the journal of the Regional Studies Association
2
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
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ECONIS (ZBW)
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1
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:
2
A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Annals of financial economics
17
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
Saved in:
3
Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Shiba, Sisa
;
Gupta, Rangan
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
Saved in:
4
Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012643036
Saved in:
5
Predicting by learning : an adaptive rationale
Deng, Kaihua
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011408579
Saved in:
6
Predicting stock returns : the information content of predictors across horizons
Deng, Kaihua
;
Kim, Chang-jin
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011408566
Saved in:
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