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~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"nld"
~person:"Gupta, Rangan"
~subject:"Developing countries"
~subject:"VAR model"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Gupta, Rangan
So, Mike Ka-pui
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2
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2
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1
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Journal of forecasting
Energy economics
18
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International review of economics & finance : IREF
9
Applied economics
8
Economics letters
7
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Defence and peace economics
5
Research in international business and finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
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4
International review of financial analysis
4
Journal of multinational financial management
4
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4
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3
Economia internazionale
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
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3
Journal of economics and finance
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3
The journal of real estate finance and economics
3
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2
Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economic studies
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Journal of emerging market finance
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Journal of financial markets
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Journal of international financial markets, institutions & money
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OPEC energy review
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Structural change and economic dynamics : SC+ED
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Atlantic economic journal : AEJ
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
3
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
4
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
5
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
6
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Saved in:
7
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10003951827
Saved in:
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