//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~language:"swe"
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~person:"Teräsvirta, Timo"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Stock market"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Europe
Forecasting model
Stock market
Time series analysis
Theorie
1,066
Theory
998
Zeitreihenanalyse
615
Schätzung
536
Estimation
518
Prognoseverfahren
442
USA
349
Volatilität
341
United States
332
Volatility
332
Welt
326
Schätztheorie
323
Estimation theory
320
World
313
Börsenkurs
224
Niederlande
221
Share price
220
Kapitaleinkommen
203
Capital income
201
Netherlands
197
EU-Staaten
193
EU countries
181
Nichtparametrisches Verfahren
181
Nonparametric statistics
181
Zustandsraummodell
176
Regionalentwicklung
171
Regional development
169
ARCH-Modell
159
State space model
157
ARCH model
151
Panel
151
Panel study
150
Wirtschaftswachstum
148
Risiko
145
Risk
145
Economic growth
142
Aktienmarkt
139
more ...
less ...
Online availability
All
Free
524
Undetermined
274
Type of publication
All
Book / Working Paper
605
Article
460
Type of publication (narrower categories)
All
Article in journal
432
Aufsatz in Zeitschrift
432
Working Paper
409
Arbeitspapier
408
Graue Literatur
402
Non-commercial literature
402
Aufsatz im Buch
31
Book section
31
Collection of articles of several authors
6
Sammelwerk
6
Konferenzschrift
5
Aufsatzsammlung
3
Conference paper
3
Konferenzbeitrag
3
Bibliografie enthalten
1
Bibliography included
1
Conference Paper
1
Conference proceedings
1
Hochschulschrift
1
Rezension
1
more ...
less ...
Language
All
English
Swedish
Undetermined
6
Dutch
2
Spanish
1
Author
All
Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
Teräsvirta, Timo
Caporale, Guglielmo Maria
427
Gil-Alaña, Luis A.
383
Franses, Philip Hans
336
Phillips, Peter C. B.
258
McAleer, Michael
246
Diebold, Francis X.
239
Marcellino, Massimiliano
222
Timmermann, Allan
188
Kapetanios, George
176
Pesaran, M. Hashem
175
Ravazzolo, Francesco
169
Pierdzioch, Christian
162
Clark, Todd E.
151
Clements, Michael P.
142
Hendry, David F.
140
Koop, Gary
140
Swanson, Norman R.
135
Lütkepohl, Helmut
134
Hyndman, Rob J.
127
Watson, Mark W.
126
Dijk, Dick van
124
Ghysels, Eric
123
Härdle, Wolfgang
123
Stock, James H.
118
Engle, Robert F.
117
McMillan, David G.
117
Dijk, Herman K. van
116
McCracken, Michael W.
116
Schorfheide, Frank
115
Kilian, Lutz
112
Granger, C. W. J.
110
Wohar, Mark E.
108
Bekaert, Geert
107
Brunello, Giorgio
105
Campbell, John Y.
105
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
21
Norges Bank / Utredningsavdelingen
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Europäische Wissenschaftsstiftung
1
International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
145
Department of Economics working paper series
56
Working paper / Department of Econometrics and Business Statistics, Monash University
54
International journal of forecasting
25
Applied economics
24
CREATES research paper
22
Journal of econometrics
22
SSE EFI working paper series in economics and finance
20
Finance research letters
19
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of forecasting
17
Working papers / University of Connecticut, Department of Economics
16
Energy economics
15
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
13
Working paper series in economics and finance
13
Econometric reviews
12
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
11
Economic modelling
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Research in international business and finance
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of applied econometrics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Tinbergen Institute Discussion Paper
8
Economics letters
7
International review of economics & finance : IREF
7
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
7
School of Economics working papers / The University of Adelaide, School of Economics
7
Applied economics letters
6
Econometric theory
6
The econometrics journal
6
The journal of real estate finance and economics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
International journal of finance & economics : IJFE
5
The South African journal of economics
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of financial economics
4
Arbeidsnotat / Norges Bank
4
Arbeidsnotat / Norges Bank / Norges Bank
4
more ...
less ...
Source
All
ECONIS (ZBW)
1,063
EconStor
2
Showing
1
-
10
of
1,065
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
4
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
5
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:
6
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
7
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->