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Forecasting model
45
Prognoseverfahren
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Volatility
33
Volatilität
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Forecasting
25
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24
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24
Estimation
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forecasting
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Gupta, Rangan
46
Pierdzioch, Christian
15
Salisu, Afees A.
11
Ҫepni, Oğuzhan
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Cepni, Oguzhan
7
Bonato, Matteo
6
Bouri, Elie
6
Ogbonna, Ahamuefula Ephraim
5
Demirer, Rıza
4
Fackler, James Sherman
4
Karmakar, Sayar
4
McMillin, W. Douglas
4
Nielsen, Joshua
3
Christou, Christina
2
Gabauer, David
2
Ji, Qiang
2
Liao, Wenting
2
Liu, Ruipeng
2
Luo, Jiawen
2
Plakandaras, Vasilios
2
Rognone, Lavinia
2
Segnon, Mawuli
2
Çepni, Oğuzhan
2
Aye, Goodness C.
1
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
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Caporin, Massimiliano
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Caraiani, Petre
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Del Fava, Santino
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Foglia, Matteo
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Fu, Shengjie
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Hall, Savanah
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Hassani, Hossein
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Ivashchenko, Sergey
1
Ma, Feng
1
Ma, Jun
1
Majumdar, Anandamayee
1
Muddana, Thanoj K.
1
Nel, Jacobus
1
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Department of Economics working paper series
International journal of forecasting
1,663
Journal of forecasting
919
NBER working paper series
612
Working paper / National Bureau of Economic Research, Inc.
570
NBER Working Paper
520
Discussion paper / Centre for Economic Policy Research
417
Technological forecasting & social change : an international journal
410
Working paper
379
Applied economics
372
Energy economics
347
IMF working papers
327
Economic modelling
325
Finance research letters
299
Journal of econometrics
289
Economics letters
268
Applied economics letters
265
European journal of operational research : EJOR
264
Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Working paper series / European Central Bank
233
International review of financial analysis
232
Journal of banking & finance
232
Discussion paper / Tinbergen Institute
211
ECB Working Paper
211
CESifo working papers
198
Journal of empirical finance
190
Management science : journal of the Institute for Operations Research and the Management Sciences
185
International review of economics & finance : IREF
180
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
177
IMF working paper
173
The North American journal of economics and finance : a journal of financial economics studies
173
Journal of applied econometrics
167
Computational economics
155
Journal of money, credit and banking : JMCB
155
Journal of international money and finance
154
DIW Wochenbericht
150
Finance and economics discussion series
149
Journal of economic dynamics & control
147
Journal of financial economics
146
Discussion paper
145
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
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
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:
8
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:
9
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:
10
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
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