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~isPartOf:"International journal of forecasting"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"sqi"
~language:"und"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Fallstudie"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Forecasting model
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Geopolitical risks
2
Geopolitics
2
Geopolitik
2
Volatilität
2
Aktienmarkt
1
Börsenkurs
1
Capital income
1
Co-volatility
1
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Commodity markets
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EPA tests
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Estimation
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Forecasting
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Gold
1
Jumps
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Kapitaleinkommen
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Leverage effects
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Markov chain
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Markov-Kette
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Markov-switching GARCH-MIDAS
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South Africa
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Spillover effect
1
Spillover effects
1
Spillover-Effekt
1
Stock market
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Südafrika
1
Time series analysis
1
Volatility forecasts
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Gupta, Rangan
Taylor, James W.
6
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
Franses, Philip Hans
3
Gallo, Giampiero M.
3
Gerlach, Richard
3
González-Rivera, Gloria
3
Heravi, Saeed M.
3
Lucas, André
3
Ma, Feng
3
Osborn, Denise R.
3
Stekler, Herman O.
3
Taylor, Nicholas
3
Arroyo, Javier
2
Bauwens, Luc
2
Becker, Ralf
2
Birchenhall, Christopher Roger
2
Buizza, Roberto
2
Catania, Leopoldo
2
Chan, Joshua
2
Charemza, Wojciech
2
Chen, Cathy W. S.
2
Chen, Langnan
2
Cipollini, Fabrizio
2
Clements, Michael P.
2
Cross, Jamie
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Hall, Stephen G.
2
He, Mengxi
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Kapetanios, George
2
Klein, Tony
2
Knüppel, Malte
2
Lanne, Markku
2
Liao, Yin
2
Luo, Jiawen
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International journal of forecasting
Department of Economics working paper series
61
Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics
8
International review of economics & finance : IREF
7
Research in international business and finance
7
Applied economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Working papers / University of Connecticut, Department of Economics
6
Economic modelling
5
Economics letters
5
International journal of finance & economics : IJFE
5
Journal of forecasting
5
Journal of multinational financial management
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Economia internazionale
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Financial innovation : FIN
3
Finmap working paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Journal of risk and financial management : JRFM
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
Global finance journal
2
International economics and economic policy : IEEP
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of macroeconomics
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
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ECONIS (ZBW)
2
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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
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:
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