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~language:"bos"
~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Forecasting model"
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Forecasting model
Volatility
91
Volatilität
89
Prognoseverfahren
77
Estimation
68
Schätzung
67
USA
61
United States
61
Welt
57
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57
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44
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30
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Free
47
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Graue Literatur
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57
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Bosnian
English
Author
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Gupta, Rangan
McAleer, Michael
Rossi, Barbara
22
Pierdzioch, Christian
19
Croux, Christophe
18
Franses, Philip Hans
17
Giannone, Domenico
17
Timmermann, Allan
16
Marcellino, Massimiliano
15
Huber, Florian
13
Cepni, Oguzhan
12
Döpke, Jörg
12
Lahiri, Kajal
12
Reichlin, Lucrezia
11
Siliverstovs, Boriss
11
Song, Haiyan
11
Clark, Todd E.
10
Pettenuzzo, Davide
10
Sekhposyan, Tatevik
10
Dijk, Dick van
9
Dovern, Jonas
9
Fritsche, Ulrich
9
Gelper, Sarah
9
Härdle, Wolfgang
9
Mitchell, James
9
Ravazzolo, Francesco
9
Balcilar, Mehmet
8
Chang, Chia-Lin
8
Clements, Michael P.
8
Koop, Gary
8
McCracken, Michael W.
8
Schumacher, Christian
8
Stekler, Herman O.
8
Wolfers, Justin
8
Österholm, Pär
8
Ҫepni, Oğuzhan
8
Bratu, Mihaela
7
Garratt, Anthony
7
Guidolin, Massimo
7
Layton, Allan P.
7
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University of Canterbury / Dept. of Economics and Finance
6
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Working paper
25
Department of Economics working paper series
21
The South African journal of economics
3
Working papers / University of Connecticut, Department of Economics
3
Econometric Institute research papers
2
Economics and Business Letters : EBL
2
Energy economics
2
International review of economics & finance : IREF
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Economics : the open-access, open-assessment e-journal
1
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1
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
77
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1
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
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:
3
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
4
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
5
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
6
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
-
2024
Persistent link: https://www.econbiz.de/10015051333
Saved in:
7
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
8
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
9
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
10
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
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