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~language:"eng"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"USA"
~type_genre:"Article in journal"
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Forecasting model
USA
Volatility
250
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250
Prognoseverfahren
240
Estimation
235
Schätzung
234
Theorie
225
Theory
225
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171
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English
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Ghysels, Eric
Gupta, Rangan
McAleer, Michael
Cebula, Richard J.
176
Bahmani-Oskooee, Mohsen
124
Neumark, David
104
Wohar, Mark E.
102
Ma, Feng
100
Viscusi, W. Kip
99
Pierdzioch, Christian
97
Uri, Noel Dean
97
Poterba, James M.
95
Gruber, Jonathan
87
Franses, Philip Hans
84
Partridge, Mark D.
81
Baghestani, Hamid
80
Madura, Jeff
80
Gil-Alaña, Luis A.
79
Clements, Michael P.
78
Glaeser, Edward L.
78
Krueger, Alan B.
77
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
72
Payne, James E.
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
Audretsch, David B.
66
McMillan, David G.
65
Slemrod, Joel
65
Wolff, Edward N.
64
Apergēs, Nikolaos
63
Berger, Allen N.
62
Goodwin, Barry K.
62
Wang, Yudong
62
Haltiwanger, John C.
60
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Journal of forecasting
20
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics
18
Finance research letters
16
International review of economics & finance : IREF
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Energy economics
10
Journal of econometrics
10
Economics letters
9
Applied economics letters
8
Economic modelling
8
International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Annals of financial economics
6
The journal of real estate finance and economics
6
International journal of finance & economics : IJFE
5
Journal of economic surveys
5
Journal of risk and financial management : JRFM
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
Econometric reviews
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Applied financial economics
3
Computational economics
3
Economics and Business Letters : EBL
3
Emerging markets, finance and trade : EMFT
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 financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial markets
3
Journal of macroeconomics
3
Risks : open access journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
The review of economics and statistics
3
Defence and peace economics
2
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ECONIS (ZBW)
347
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1
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10
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347
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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
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:
10
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:
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