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~language:"cat"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~subject:"Kausalanalyse"
~subject:"Portfolio selection"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Kausalanalyse
Portfolio selection
Time series analysis
Forecasting model
207
Prognoseverfahren
207
Estimation
196
Schätzung
196
Volatility
184
Volatilität
184
Theorie
177
Theory
177
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166
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166
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148
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148
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135
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135
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106
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106
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49
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Fabozzi, Frank J.
Gupta, Rangan
Gil-Alaña, Luis A.
179
Tiwari, Aviral Kumar
110
Chang, Tsangyao
90
Phillips, Peter C. B.
89
Franses, Philip Hans
77
Caporale, Guglielmo Maria
76
Hammoudeh, Shawkat
61
McAleer, Michael
61
Taylor, Robert
59
Balcilar, Mehmet
57
Shahbaz, Muhammad
57
Wong, Wing Keung
57
Moosa, Imad A.
54
Leybourne, Stephen James
53
Apergēs, Nikolaos
50
Pradhan, Rudra Prakash
48
Narayan, Paresh Kumar
47
Satchell, Stephen
47
Perron, Pierre
46
Lee, Chien-chiang
45
Su, Chi-Wei
45
Koopman, Siem Jan
44
Odhiambo, Nicholas M.
44
Teräsvirta, Timo
43
Harvey, Andrew C.
42
Hatemi-J, Abdulnasser
42
Nguyen, Duc Khuong
42
Kang, Sang Hoon
38
Lütkepohl, Helmut
37
Mensi, Walid
37
Koop, Gary
36
Lucas, André
36
Zaremba, Adam
36
Guidolin, Massimo
35
Payne, James E.
35
Bouri, Elie
34
Korn, Ralf
34
Shahzad, Syed Jawad Hussain
34
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Applied economics
23
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of portfolio management : JPM
9
Energy economics
8
The journal of portfolio management : a publication of Institutional Investor
7
International review of economics & finance : IREF
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Applied economics letters
5
Computational economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
International journal of theoretical and applied finance
5
The journal of developing areas
5
European journal of operational research : EJOR
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of banking & finance
4
Journal of forecasting
4
The journal of fixed income
4
Applied financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Economics letters
3
Journal of international money and finance
3
The journal of asset management
3
The journal of fixed income : JFI
3
Annals of operations research
2
Applied financial economics letters
2
Economic systems
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of economic policy in emerging economies
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of applied economics
2
Journal of economic dynamics & control
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Pacific-Basin finance journal
2
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ECONIS (ZBW)
225
Showing
1
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10
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225
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date (oldest first)
1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
The risk-adjusted performance of convertible venture contracts
Pandher, Gurupdesh S.
;
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 485-500
Persistent link: https://www.econbiz.de/10014535364
Saved in:
3
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
4
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
5
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
6
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
7
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
8
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
9
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
10
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
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