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~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Gupta, Rangan"
~person:"Haskel, Jonathan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
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Volatility
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Zeitreihenanalyse
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11
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11
Prognoseverfahren
11
Schätzung
11
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Gupta, Rangan
Haskel, Jonathan
Hyndman, Rob J.
17
Franses, Philip Hans
16
Koopman, Siem Jan
12
Ma, Feng
11
Makridakis, Spyros G.
11
Athanasopoulos, George
10
Proietti, Tommaso
10
Spiliotis, Evangelos
10
Teräsvirta, Timo
10
Assimakopoulos, V.
9
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9
Hendry, David F.
9
Marcellino, Massimiliano
9
Ruiz, Esther
9
Taylor, James W.
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Dijk, Dick van
8
Gil-Alaña, Luis A.
8
Kapetanios, George
8
Koehler, Anne B.
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Leybourne, Stephen James
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Osborn, Denise R.
7
Petropoulos, Fotios
7
Wohar, Mark E.
7
Arize, Augustine Chuck
6
Bergmeir, Christoph
6
Camacho, Maximo
6
Escribano, Álvaro
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Hecq, Alain W. J.
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Kang, Yanfei
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Lanne, Markku
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Lütkepohl, Helmut
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Machin, Stephen
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McAleer, Michael
6
Snyder, Ralph D.
6
Stewart, Mark B.
6
Taylor, Mark P.
6
Thomakos, Dimitrios D.
6
Tiwari, Aviral Kumar
6
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International journal of forecasting
International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
17
Energy economics
17
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of forecasting
8
Applied economics letters
7
Economics letters
7
Research in international business and finance
7
Economic modelling
6
Economica
5
International journal of finance & economics : IJFE
5
Journal of multinational financial management
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
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Economia internazionale
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
The European journal of finance
4
The economic journal : the journal of the Royal Economic Society
4
The journal of real estate finance and economics
4
Annals of financial economics
3
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Financial innovation : FIN
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economic studies
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Journal of economics and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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Oxford economic papers
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Oxford review of economic policy
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The journal of developing areas
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The journal of industrial economics
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Applied financial economics
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ECONIS (ZBW)
20
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
3
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
4
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
5
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
6
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
7
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
Saved in:
8
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
9
Movements in international bond markets : the role of oil prices
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Bouri, Elie
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012486293
Saved in:
10
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
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