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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Cheng, T. C. E."
~person:"Gupta, Rangan"
~person:"Phillips, Peter C. B."
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Forecasting model
Theorie
394
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286
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224
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199
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Caporale, Guglielmo Maria
Cheng, T. C. E.
Gupta, Rangan
Phillips, Peter C. B.
Ma, Feng
91
Pierdzioch, Christian
82
Clements, Michael P.
70
Franses, Philip Hans
64
Baghestani, Hamid
58
Wang, Yudong
58
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55
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52
Marcellino, Massimiliano
51
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46
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44
Petropoulos, Fotios
42
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40
Nikolopoulos, Konstantinos
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Narayan, Paresh Kumar
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Ruelke, Jan-Christoph
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Song, Haiyan
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Lahiri, Kajal
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Kapetanios, George
30
Makridakis, Spyros G.
29
Michelsen, Claus
29
Pesaran, M. Hashem
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Wei, Yu
29
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Journal of forecasting
16
Applied economics
15
Finance research letters
11
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8
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
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Economics letters
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International journal of finance & economics : IJFE
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International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Economics and Business Letters : EBL
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Journal of econometrics
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Journal of international money and finance
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Open economies review
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Contemporary economics
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Defence and peace economics
1
Eastern economic journal
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ECONIS (ZBW)
199
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199
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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
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:
4
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:
5
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
8
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
9
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
10
Forecasting inflation with a zero lower bound or negative interest rates : evidence from point and density forecasts
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
The Manchester School
91
(
2023
)
3
,
pp. 171-232
Persistent link: https://www.econbiz.de/10014252210
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