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~isPartOf:"Auburn Economics Working Paper Series"
~isPartOf:"Department of Economics working paper series"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
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Prognoseverfahren
VAR-Modell
Theorie
69
Theory
69
Estimation
60
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60
Volatility
57
USA
56
United States
56
Volatilität
56
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51
Welt
49
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49
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36
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36
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35
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35
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31
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31
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31
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29
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28
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28
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24
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24
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66
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Gupta, Rangan
58
Pierdzioch, Christian
18
Salisu, Afees A.
10
Bouri, Elie
9
Cepni, Oguzhan
9
Ҫepni, Oğuzhan
8
Bonato, Matteo
7
Karmakar, Sayar
5
McMillin, W. Douglas
5
Demirer, Rıza
4
Nielsen, Joshua
4
Ogbonna, Ahamuefula Ephraim
4
Caraiani, Petre
3
Fackler, James Sherman
3
Ji, Qiang
3
Koray, Faik
3
Liao, Wenting
3
Sheng, Xin
3
Çepni, Oğuzhan
3
Christou, Christina
2
Gabauer, David
2
Liu, Ruipeng
2
Luo, Jiawen
2
Nel, Jacobus
2
Plakandaras, Vasilios
2
Rognone, Lavinia
2
Segnon, Mawuli
2
Wu, Kejin
2
André, Christophe
1
Arin, Kerim Peren
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
1
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1
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1
Caporin, Massimiliano
1
Del Fava, Santino
1
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Auburn Economics Working Paper Series
Department of Economics working paper series
Department of Economics working paper
31
Economics working paper
22
ADB economics working paper series
16
Economics working paper series
16
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
11
Economics Working Paper
8
Asian Development Bank Economics Working Paper Series
7
Working papers / University of Connecticut, Department of Economics
7
School of Accounting, Finance and Economics & FEMARC working paper series
6
University of Chicago, Becker Friedman Institute for Economics Working Paper
5
University of Zurich, Department of Economics, Working Paper
5
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3
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2
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2
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1
AEI Economics Working Paper 2016-04
1
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1
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1
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MIT Department of Economics Working Paper
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Massachusetts Institute of Technology Department of Economics working paper series : working paper
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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:
2
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:
3
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:
4
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:
5
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:
6
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
7
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:
8
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:
9
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:
10
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
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