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~language:"eng"
~language:"swe"
~person:"Chang, Tsangyao"
~person:"Gupta, Rangan"
~person:"Nijkamp, Peter"
~subject:"Estimation"
~subject:"Forecasting model"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Estimation
Forecasting model
Schätzung
288
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240
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190
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155
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155
USA
147
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147
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Chang, Tsangyao
Gupta, Rangan
Nijkamp, Peter
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
131
Wohar, Mark E.
109
Pierdzioch, Christian
105
Caporale, Guglielmo Maria
96
Ma, Feng
96
Narayan, Paresh Kumar
93
Tiwari, Aviral Kumar
87
Apergēs, Nikolaos
85
Franses, Philip Hans
79
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73
McMillan, David G.
72
Clements, Michael P.
69
Lee, Chien-chiang
67
Wang, Yudong
66
Baghestani, Hamid
65
Balcilar, Mehmet
64
Moosa, Imad A.
63
Belke, Ansgar
62
Marcellino, Massimiliano
62
Timmermann, Allan
60
Zhang, Yaojie
58
Fildes, Robert
57
McAleer, Michael
57
Shahbaz, Muhammad
57
Kumbhakar, Subal
56
Salisu, Afees A.
56
Herwartz, Helmut
53
Su, Chi-Wei
53
Bouri, Elie
52
Hammoudeh, Shawkat
49
Pesaran, M. Hashem
49
Serletis, Apostolos
49
Wagner, Joachim
48
Xuan Vinh Vo
48
Hsing, Yu
47
Kapetanios, George
47
Stekler, Herman O.
47
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Applied economics letters
41
Applied economics
27
Finance research letters
15
Journal of forecasting
15
The North American journal of economics and finance : a journal of financial economics studies
15
Economic modelling
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Energy economics
11
Research in international business and finance
11
The empirical economics letters : a monthly international journal of economics
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10
International journal of finance & economics : IJFE
9
International review of economics & finance : IREF
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Economics letters
8
The South African journal of economics
7
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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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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Applied financial economics
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Defence and peace economics
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Emerging markets, finance and trade : EMFT
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International journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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International review of financial analysis
3
Japan and the world economy : international journal of theory and policy
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ECONIS (ZBW)
415
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51
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415
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51
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
52
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
53
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
54
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
55
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
56
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
;
Sensoy, Ahmet
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1559-1569
Persistent link: https://www.econbiz.de/10013465714
Saved in:
57
Investors' uncertainty and forecasting stock market volatility
Liu, Ruipeng
;
Gupta, Rangan
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 327-337
Persistent link: https://www.econbiz.de/10013353013
Saved in:
58
Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
; …
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
Saved in:
59
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
60
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
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