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~language:"eng"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Forecasting model
Schätzung
Volatility
250
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250
Prognoseverfahren
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Estimation
235
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225
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225
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171
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Ghysels, Eric
Gupta, Rangan
McAleer, Michael
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
132
Wohar, Mark E.
109
Pierdzioch, Christian
108
Ma, Feng
103
Chang, Tsangyao
99
Caporale, Guglielmo Maria
96
Narayan, Paresh Kumar
93
Tiwari, Aviral Kumar
89
Apergēs, Nikolaos
85
Franses, Philip Hans
80
Zaremba, Adam
77
Clements, Michael P.
72
McMillan, David G.
72
Lee, Chien-chiang
70
Wang, Yudong
69
Baghestani, Hamid
65
Balcilar, Mehmet
65
Timmermann, Allan
64
Marcellino, Massimiliano
63
Moosa, Imad A.
63
Zhang, Yaojie
63
Belke, Ansgar
62
Bouri, Elie
59
Salisu, Afees A.
59
Fildes, Robert
57
Kumbhakar, Subal
57
Shahbaz, Muhammad
57
Herwartz, Helmut
54
Su, Chi-Wei
53
Hammoudeh, Shawkat
50
Pesaran, M. Hashem
50
Serletis, Apostolos
50
Wagner, Joachim
50
Xuan Vinh Vo
50
Wang, Shouyang
49
Stekler, Herman O.
48
Egger, Peter
47
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Applied economics
25
Journal of forecasting
20
Finance research letters
19
The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
12
Journal of econometrics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International review of economics & finance : IREF
11
Research in international business and finance
11
Economic modelling
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economics letters
9
International journal of forecasting
8
Annals of financial economics
6
Applied economics letters
6
International journal of finance & economics : IJFE
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Applied financial economics
5
Econometric reviews
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of economic surveys
5
Journal of macroeconomics
5
The South African journal of economics
5
The journal of real estate finance and economics
5
Economic systems
4
Emerging markets, finance and trade : EMFT
4
International review of financial analysis
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
The European journal of finance
4
Computational economics
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of economic studies
3
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ECONIS (ZBW)
397
Showing
1
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10
of
397
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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
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:
9
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
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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