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~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"swe"
~person:"Dunis, Christian"
~person:"Goyal, Sanjeev"
~person:"Gupta, Rangan"
~person:"Legerstee, Rianne"
~person:"Nijkamp, Peter"
~subject:"Forecasting model"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Forecasting model
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Dunis, Christian
Goyal, Sanjeev
Gupta, Rangan
Legerstee, Rianne
Nijkamp, Peter
Pierdzioch, Christian
7
Bouri, Elie
5
Laws, Jason
5
McMillan, David G.
5
Salisu, Afees A.
5
Wohar, Mark E.
5
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4
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3
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Muradoğlu, Gülnur
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Panopulu, Aikaterinē
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2
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2
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2
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2
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The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Department of Economics working paper series
62
Discussion paper / Tinbergen Institute
25
Working papers / University of Connecticut, Department of Economics
24
Applied economics
22
Journal of forecasting
20
The North American journal of economics and finance : a journal of financial economics studies
15
Finance research letters
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Econometric Institute research papers
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Energy economics
11
Research in international business and finance
11
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10
Applied economics letters
8
Economics letters
8
International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Annals of financial economics
5
Applied financial economics
5
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
Economic systems
4
Emerging markets, finance and trade : EMFT
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of forecasting
4
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
4
Computational economics
3
Discussion paper series / IZA
3
Economics and Business Letters : EBL
3
Financial innovation : FIN
3
Finmap working paper
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
International review of financial analysis
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3
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ECONIS (ZBW)
23
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1
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10
of
23
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date (oldest first)
1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
3
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
4
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
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
5
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
6
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
7
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
8
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
9
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
10
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
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