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~language:"eng"
~person:"Aghion, Philippe"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Long, Ngo Van"
~person:"Miceli, Thomas J."
~person:"Pesaran, M. Hashem"
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Aghion, Philippe
Fabozzi, Frank J.
Gupta, Rangan
Long, Ngo Van
Miceli, Thomas J.
Pesaran, M. Hashem
Gil-Alaña, Luis A.
241
Nijkamp, Peter
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196
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Beladi, Hamid
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Lai, Ching-chong
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Turnovsky, Stephen J.
136
Kumbhakar, Subal
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Tiwari, Aviral Kumar
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Tirole, Jean
131
Cremer, Helmuth
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Pierdzioch, Christian
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120
MacDonald, Ronald
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118
Moosa, Imad A.
117
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The North American journal of economics and finance : a journal of financial economics studies
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International review of law and economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of economic dynamics & control
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The handbook of fixed income securities
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Valuation, financial modeling, and quantitative tools
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Research in international business and finance
14
The journal of real estate finance and economics
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics letters
11
International review of economics & finance : IREF
11
Journal of applied econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Investment management and financial management
10
The economic journal : the journal of the Royal Economic Society
10
Econometric reviews
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European journal of law and economics
8
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Journal of the European Economic Association
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The South African journal of economics
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The journal of fixed income
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The review of economic studies
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ECONIS (ZBW)
1,044
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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
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
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:
5
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
6
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
7
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
8
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
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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