//--> //--> //--> //-->
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"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Stock market"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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
281
Theory
281
Estimation
234
Schätzung
234
Prognoseverfahren
228
Volatility
172
Volatilität
172
USA
155
United States
155
Zeitreihenanalyse
145
Capital income
129
Kapitaleinkommen
129
Börsenkurs
125
Share price
125
Welt
118
World
118
South Africa
103
Südafrika
103
Risiko
99
Risk
99
Aktienmarkt
91
VAR model
78
VAR-Modell
78
Immobilienpreis
73
Real estate price
73
Economic growth
67
Wirtschaftswachstum
66
Causality analysis
62
Kausalanalyse
62
Nichtparametrisches Verfahren
62
Nonparametric statistics
62
Oil price
61
Ölpreis
61
Netherlands
59
Niederlande
59
Estimation theory
58
Schätztheorie
58
more ...
less ...
Online availability
All
Undetermined
256
Free
25
Type of publication
All
Article
390
Book / Working Paper
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
394
Working Paper
349
Arbeitspapier
348
Graue Literatur
343
Non-commercial literature
343
Aufsatz im Buch
25
Book section
25
Collection of articles of several authors
4
Sammelwerk
4
Aufsatzsammlung
3
Conference paper
3
Konferenzbeitrag
3
Konferenzschrift
3
Bibliografie enthalten
1
Bibliography included
1
Conference Paper
1
more ...
less ...
Language
All
English
Swedish
Dutch
2
Author
All
Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
Gil-Alaña, Luis A.
204
Franses, Philip Hans
119
Ma, Feng
104
Pierdzioch, Christian
96
Tiwari, Aviral Kumar
95
Phillips, Peter C. B.
94
Caporale, Guglielmo Maria
93
Wohar, Mark E.
88
McMillan, David G.
79
Zaremba, Adam
77
Hammoudeh, Shawkat
75
Clements, Michael P.
74
Narayan, Paresh Kumar
72
Bouri, Elie
70
Wang, Yudong
69
Moosa, Imad A.
67
Taylor, Robert
65
Zhang, Yaojie
63
Baghestani, Hamid
62
McAleer, Michael
62
Marcellino, Massimiliano
61
Leybourne, Stephen James
60
Timmermann, Allan
60
Xuan Vinh Vo
60
Fildes, Robert
58
Balcilar, Mehmet
57
Chang, Tsangyao
56
Mensi, Walid
56
Salisu, Afees A.
56
Hendry, David F.
55
Demirer, Rıza
54
Wang, Shouyang
51
Nguyen, Duc Khuong
50
Kang, Sang Hoon
49
Koop, Gary
48
Perron, Pierre
48
Lucey, Brian M.
47
Diebold, Francis X.
46
more ...
less ...
Published in...
All
Applied economics
24
Finance research letters
23
The North American journal of economics and finance : a journal of financial economics studies
18
International journal of forecasting
17
Journal of forecasting
16
Journal of econometrics
15
Energy economics
13
Economic modelling
10
Research in international business and finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
6
Econometric theory
6
Economics letters
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of real estate finance and economics
6
Econometric reviews
5
Journal of applied econometrics
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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Oxford bulletin of economics and statistics
4
The European journal of finance
4
The econometrics journal
4
Applied financial economics
3
Computational economics
3
Current politics and economics of Europe
3
Economia internazionale
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of empirical finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
394
Showing
1
-
10
of
394
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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
4
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:
5
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:
6
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
7
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:
8
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:
9
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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
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...
//-->