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~language:"eng"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"Song, Haiyan"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"United States"
~type_genre:"Article in journal"
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ARCH-Modell
Forecasting model
United States
Prognoseverfahren
279
Volatility
251
Volatilität
251
Estimation
246
Schätzung
245
Theorie
242
Theory
242
USA
175
Börsenkurs
152
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152
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150
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149
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149
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111
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111
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110
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104
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100
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Ghysels, Eric
Gupta, Rangan
McAleer, Michael
Song, Haiyan
Cebula, Richard J.
176
Bahmani-Oskooee, Mohsen
132
Wohar, Mark E.
108
Neumark, David
104
Ma, Feng
103
Pierdzioch, Christian
99
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
94
Franses, Philip Hans
87
Gil-Alaña, Luis A.
87
Gruber, Jonathan
87
McMillan, David G.
84
Partridge, Mark D.
81
Baghestani, Hamid
80
Madura, Jeff
80
Clements, Michael P.
78
Glaeser, Edward L.
78
Krueger, Alan B.
77
Serletis, Apostolos
77
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Payne, James E.
73
Bouri, Elie
72
Heckman, James J.
72
Apergēs, Nikolaos
71
Cutler, David M.
70
Feldstein, Martin S.
70
Jorgenson, Dale Weldeau
69
Sirmans, Clemon F.
69
Card, David E.
68
Mixon, Franklin G.
68
Timmermann, Allan
68
Mishra, Ashok K.
67
Wang, Yudong
67
Audretsch, David B.
66
Slemrod, Joel
65
Wolff, Edward N.
64
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The North American journal of economics and finance : a journal of financial economics studies
22
Applied economics
21
Journal of forecasting
20
Finance research letters
18
International journal of forecasting
15
International review of economics & finance : IREF
15
Energy economics
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Journal of econometrics
13
Tourism economics : the business and finance of tourism and recreation
12
Economics letters
11
Economic modelling
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
10
Applied economics letters
8
Journal of economic surveys
8
Journal of risk and financial management : JRFM
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Tourism management : research, policies, practice
7
Annals of financial economics
6
Econometric reviews
6
The journal of real estate finance and economics
6
Applied financial economics
5
International journal of finance & economics : IJFE
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Research in international business and finance
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
The review of financial studies
5
Computational economics
4
Econometric theory
4
Econometrics : open access journal
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 review of financial analysis
4
Risks : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Defence and peace economics
3
Economics and Business Letters : EBL
3
Financial innovation : FIN
3
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ECONIS (ZBW)
451
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1
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10
of
451
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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
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
Saved in:
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
Saved in:
7
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
8
Predicting tourism recovery from COVID-19 : a time-varying perspective
Liu, Ying
;
Wen, Long
;
Liu, Han
;
Song, Haiyan
- In:
Economic modelling
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014549107
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
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:
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