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~language:"dan"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Forecasting model
Germany
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301
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281
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281
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Caporale, Guglielmo Maria
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Wagner, Joachim
142
Pierdzioch, Christian
113
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103
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92
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88
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85
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83
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78
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77
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73
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66
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62
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59
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59
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53
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Wang, Shouyang
52
Hendry, David F.
51
Salisu, Afees A.
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50
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Energy economics
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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18
International review of economics & finance : IREF
17
International journal of finance & economics : IJFE
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Research in international business and finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
The European journal of finance
7
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6
International journal of forecasting
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Economia internazionale
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Economics and Business Letters : EBL
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Empirica : journal of european economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economic studies
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ECONIS (ZBW)
432
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
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:
4
Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile
;
Ngene, Geoffrey
;
Gupta, Rangan
;
Bouri, Elie
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014451556
Saved in:
5
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
6
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
7
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
8
The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng
;
Cao, Jiawei
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
Saved in:
9
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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