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~language:"eng"
~language:"slv"
~language:"zho"
~person:"Gupta, Rangan"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Statistik"
~type_genre:"Working Paper"
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Time series analysis
Forecasting model
264
Prognoseverfahren
264
Estimation
239
Schätzung
239
Volatility
225
Volatilität
225
United States
188
USA
187
Börsenkurs
169
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169
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160
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160
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131
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131
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126
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126
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125
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125
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124
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107
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104
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64
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Gupta, Rangan
Gil-Alaña, Luis A.
335
Caporale, Guglielmo Maria
204
Franses, Philip Hans
175
Phillips, Peter C. B.
162
Koopman, Siem Jan
156
McAleer, Michael
119
Teräsvirta, Timo
104
Lütkepohl, Helmut
92
Gao, Jiti
90
Hyndman, Rob J.
88
Taylor, Robert
85
Sibbertsen, Philipp
83
Lucas, André
80
Koop, Gary
79
Pesaran, M. Hashem
79
Marcellino, Massimiliano
74
Johansen, Søren
73
Dijk, Herman K. van
72
Kapetanios, George
71
Harvey, Andrew C.
69
Härdle, Wolfgang
63
Dijk, Dick van
62
Kunst, Robert M.
59
Leybourne, Stephen James
59
Nielsen, Morten Ørregaard
57
Perron, Pierre
56
Maravall Herrero, Agustín
55
Swanson, Norman R.
55
Hallin, Marc
53
Robinson, Peter M.
52
Hassler, Uwe
51
Linton, Oliver
51
Hendry, David F.
50
Tiwari, Aviral Kumar
48
Moosa, Imad A.
47
Saikkonen, Pentti
47
Proietti, Tommaso
45
Hecq, Alain W. J.
44
Lanne, Markku
44
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Applied economics
12
Department of Economics working paper series
8
Energy economics
8
Working papers / University of Connecticut, Department of Economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Computational economics
3
Finance research letters
3
Finmap working paper
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Applied financial economics
2
Economic modelling
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
The journal of developing areas
2
The journal of international trade & economic development
2
The journal of real estate finance and economics
2
CESifo working papers
1
Cardiff economics working papers
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economia internazionale
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Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Financial innovation : FIN
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of production economics
1
Journal of central banking theory and practice
1
Journal of economics and finance
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Journal of emerging market finance
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ECONIS (ZBW)
104
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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
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
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
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:
5
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:
6
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
Saved in:
7
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
9
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
10
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
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