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~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA"
~language:"eng"
~language:"swe"
~person:"Gupta, Rangan"
~person:"Nijkamp, Peter"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Geopolitics"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Estimation
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7
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5
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5
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4
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Gupta, Rangan
Nijkamp, Peter
Fildes, Robert
27
Clements, Michael P.
25
Hyndman, Rob J.
23
Goodwin, Paul
22
Makridakis, Spyros G.
21
Stekler, Herman O.
21
Nikolopoulos, Konstantinos
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Önkal, Dilek
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11
Dijk, Dick van
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Hendry, David F.
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Lewis-Beck, Michael S.
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Petropoulos, Fotios
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Pinson, Pierre
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Tao, Hong
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Ruiz, Esther
10
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9
Kapetanios, George
9
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Schuermann, Til
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9
Timmermann, Allan
9
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8
Giannone, Domenico
8
Kang, Yanfei
8
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8
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International journal of forecasting
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
Applied economics
21
Finance research letters
16
Journal of forecasting
15
The North American journal of economics and finance : a journal of financial economics studies
15
Energy economics
12
Research in international business and finance
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Economic modelling
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
9
Economics letters
8
International review of economics & finance : IREF
8
Annals of financial economics
6
International journal of finance & economics : IJFE
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Defence and peace economics
5
Economic systems
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
The South African journal of economics
5
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
5
The journal of real estate finance and economics
5
Emerging markets, finance and trade : EMFT
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
The European journal of finance
4
Applied financial economics
3
Computational economics
3
Economics and Business Letters : EBL
3
Financial innovation : FIN
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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International review of financial analysis
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Journal of economic studies
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Journal of financial markets
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Journal of macroeconomics
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Journal of multinational financial management
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Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
9
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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
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
3
Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data
Sibande, Xolani
;
Gupta, Rangan
;
Demirer, Rıza
;
Bouri, Elie
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10013547854
Saved in:
4
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
5
Investors' uncertainty and forecasting stock market volatility
Liu, Ruipeng
;
Gupta, Rangan
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 327-337
Persistent link: https://www.econbiz.de/10013353013
Saved in:
6
Predicting housing market sentiment : the role of financial, macroeconomic and real estate uncertainties
Marfatia, Hardik A.
;
André, Christophe
;
Gupta, Rangan
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
2
,
pp. 189-209
Persistent link: https://www.econbiz.de/10013352995
Saved in:
7
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
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
A large factor model for forecasting macroeconomic variables in South Africa
Gupta, Rangan
;
Kabundi, Alain
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1076-1088
Persistent link: https://www.econbiz.de/10009316874
Saved in:
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