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~isPartOf:"Applied economics letters"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economia internazionale"
~isPartOf:"Global business & economics review"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of housing economics"
~isPartOf:"Studies in economics and finance"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~language:"eng"
~person:"Chisadza, Carolyn"
~person:"Chitiga, Margaret"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~subject:"Prognose"
~subject:"long memory"
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Prognose
long memory
Volatility
66
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66
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48
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Chisadza, Carolyn
Chitiga, Margaret
Gil-Alana, Luis A.
Gupta, Rangan
Pierdzioch, Christian
15
Ruelke, Jan-Christoph
4
Baghestani, Hamid
3
Österholm, Pär
3
Ҫepni, Oğuzhan
3
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2
Karmakar, Sayar
2
Lahiri, Kajal
2
Ma, Feng
2
Risse, Marian
2
Rognone, Lavinia
2
Rohloff, Sebastian
2
Stadtmann, Georg
2
Tsuchiya, Yoichi
2
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1
Afonso, António
1
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1
Ahmed, Kamran
1
Ambrocio, Gene
1
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Ashiya, Masahiro
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Burden, David
1
Bührig, Pascal
1
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Applied economics letters
Department of Economics working paper series
Economia internazionale
Global business & economics review
Journal of economics and finance
Journal of housing economics
Studies in economics and finance
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
6
Annals of financial economics
3
Applied financial economics
3
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2
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International review of economics & finance : IREF
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1
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
2
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:
3
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:
4
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:
5
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
6
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
7
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
Saved in:
8
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
9
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
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