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~language:"eng"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Long, Ngo Van"
~person:"Miceli, Thomas J."
~person:"Pesaran, M. Hashem"
~person:"Pestieau, Pierre"
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Fallstudie"
~type_genre:"Multi-volume publication"
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Bahmani-Oskooee, Mohsen
Fabozzi, Frank J.
Gupta, Rangan
Long, Ngo Van
Miceli, Thomas J.
Pesaran, M. Hashem
Pestieau, Pierre
Gil-Alaña, Luis A.
239
Phillips, Peter C. B.
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Beladi, Hamid
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of economic dynamics & control
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Research in international business and finance
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Empirica : journal of european economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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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
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:
5
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
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6
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
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7
A note on the preferences of sports fans : partisanship versus uncertainty of outcome
Miceli, Thomas J.
- In:
Journal of sports economics
25
(
2024
)
2
,
pp. 155-168
Persistent link: https://www.econbiz.de/10014581153
Saved in:
8
The optimal design of assisted reproductive technologies policies
Leroux, Marie-Louise
;
Pestieau, Pierre
;
Ponthiere, Gregory
- In:
Health economics
33
(
2024
)
7
,
pp. 1454-1479
Persistent link: https://www.econbiz.de/10014566052
Saved in:
9
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:
10
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
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