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~language:"eng"
~person:"Caporin, Massimiliano"
~person:"Cepni, Oguzhan"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Forecasting model"
~type_genre:"Kongress"
~type_genre:"Working Paper"
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Aktienmarkt
Forecasting model
Prognoseverfahren
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Caporin, Massimiliano
Cepni, Oguzhan
McAleer, Michael
32
Gupta, Rangan
29
Rossi, Barbara
21
Caporale, Guglielmo Maria
19
Croux, Christophe
15
Franses, Philip Hans
15
Pierdzioch, Christian
15
Guo, Hui
12
Huber, Florian
12
Timmermann, Allan
12
Giannone, Domenico
11
Stulz, René M.
11
Clark, Todd E.
10
Guidolin, Massimo
10
Karolyi, G. Andrew
10
Marcellino, Massimiliano
10
Pettenuzzo, Davide
10
Diebold, Francis X.
9
Dijk, Dick van
9
Härdle, Wolfgang
9
Mitchell, James
9
Sekhposyan, Tatevik
9
Chang, Chia-Lin
8
Clements, Michael P.
8
Döpke, Jörg
8
Gil-Alaña, Luis A.
8
Hou, Kewei
8
Koop, Gary
8
McCracken, Michael W.
8
Wolfers, Justin
8
Ҫepni, Oğuzhan
8
Allen, David E.
7
Spagnolo, Nicola
7
Zitzewitz, Eric
7
Athanasopoulos, George
6
Blake, David
6
Bonato, Matteo
6
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6
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University of Canterbury / Dept. of Economics and Finance
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Department of Economics working paper series
8
Working paper
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Working paper / Department of Economics, Copenhagen Business School
3
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ECONIS (ZBW)
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1
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:
2
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:
3
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
4
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:
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
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
8
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
9
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
10
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
;
Sensoy, Ahmet
-
2021
Persistent link: https://www.econbiz.de/10013041373
Saved in:
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