//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"Song, Haiyan"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecasting model
Prognoseverfahren
279
Volatility
251
Volatilität
251
Estimation
246
Schätzung
245
Theorie
242
Theory
242
USA
175
United States
175
Börsenkurs
152
Share price
152
Capital income
150
Kapitaleinkommen
150
Time series analysis
149
Zeitreihenanalyse
149
Risk
111
Welt
111
World
111
Risiko
110
South Africa
104
Südafrika
104
ARCH model
100
Aktienmarkt
96
Stock market
96
VAR model
84
VAR-Modell
84
Tourism
73
Tourismus
72
Immobilienpreis
71
Real estate price
71
Causality analysis
69
Kausalanalyse
69
Oil price
65
Ölpreis
65
Estimation theory
60
Schätztheorie
60
Monetary policy
58
Geldpolitik
57
more ...
less ...
Online availability
All
Undetermined
198
Free
25
Type of publication
All
Article
345
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
348
Working Paper
288
Arbeitspapier
284
Graue Literatur
282
Non-commercial literature
282
Aufsatz im Buch
11
Book section
11
Aufsatzsammlung
3
Collection of articles of several authors
3
Sammelwerk
3
Collection of articles written by one author
1
Conference paper
1
Konferenzbeitrag
1
Reprint
1
Sammlung
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Ghysels, Eric
Gupta, Rangan
McAleer, Michael
Song, Haiyan
Ma, Feng
102
Pierdzioch, Christian
87
McMillan, David G.
73
Clements, Michael P.
71
Franses, Philip Hans
69
Wang, Yudong
66
Zhang, Yaojie
60
Baghestani, Hamid
58
Bouri, Elie
57
Fildes, Robert
57
Timmermann, Allan
55
Marcellino, Massimiliano
51
Wohar, Mark E.
51
Stekler, Herman O.
46
Wang, Shouyang
45
Narayan, Paresh Kumar
44
Salisu, Afees A.
44
Petropoulos, Fotios
43
Zaremba, Adam
41
Goodwin, Paul
40
Liang, Chao
40
Nikolopoulos, Konstantinos
40
Balcilar, Mehmet
39
Hyndman, Rob J.
38
Ruelke, Jan-Christoph
38
Hendry, David F.
37
Swanson, Norman R.
36
Taylor, James W.
36
Degiannakis, Stavros
35
Diebold, Francis X.
35
Bratu, Mihaela
34
Wei, Yu
34
Kapetanios, George
33
Kourentzes, Nikolaos
33
Hammoudeh, Shawkat
32
Kumar, Dilip
32
Demirer, Rıza
31
more ...
less ...
Published in...
All
Journal of forecasting
20
Applied economics
18
Finance research letters
17
International journal of forecasting
15
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
12
Economic modelling
10
Journal of econometrics
10
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
10
International review of economics & finance : IREF
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Tourism economics : the business and finance of tourism and recreation
9
Economics letters
8
Journal of economic surveys
7
Tourism management : research, policies, practice
7
Annals of financial economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of risk and financial management : JRFM
5
The South African journal of economics
5
Applied financial economics
4
Computational economics
4
Econometric reviews
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 journal of finance & economics : IJFE
4
International review of financial analysis
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
The journal of real estate finance and economics
4
Applied economics letters
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial markets
3
Journal of multinational financial management
3
more ...
less ...
Source
All
ECONIS (ZBW)
348
Showing
11
-
20
of
348
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
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:
12
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:
13
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:
14
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:
15
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
16
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
17
Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014433839
Saved in:
18
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
19
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
20
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->