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~language:"eng"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Forecasting model
Volatility
251
Volatilität
251
Prognoseverfahren
241
Estimation
236
Schätzung
235
Theorie
225
Theory
225
USA
171
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141
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105
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English
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Ghysels, Eric
Gupta, Rangan
McAleer, Michael
Ma, Feng
98
Pierdzioch, Christian
86
Clements, Michael P.
71
Franses, Philip Hans
64
Wang, Yudong
60
Zhang, Yaojie
60
Baghestani, Hamid
58
Fildes, Robert
57
Timmermann, Allan
55
McMillan, David G.
52
Marcellino, Massimiliano
51
Stekler, Herman O.
46
Wohar, Mark E.
44
Petropoulos, Fotios
43
Goodwin, Paul
40
Liang, Chao
40
Nikolopoulos, Konstantinos
40
Zaremba, Adam
40
Song, Haiyan
39
Wang, Shouyang
39
Hyndman, Rob J.
38
Narayan, Paresh Kumar
38
Ruelke, Jan-Christoph
38
Hendry, David F.
37
Salisu, Afees A.
37
Swanson, Norman R.
36
Taylor, James W.
36
Diebold, Francis X.
35
Bratu, Mihaela
34
Kourentzes, Nikolaos
33
Bouri, Elie
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
Balcilar, Mehmet
30
Kapetanios, George
30
Makridakis, Spyros G.
29
Michelsen, Claus
29
Pesaran, M. Hashem
29
Wei, Yu
29
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Journal of forecasting
20
Applied economics
15
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
9
Economic modelling
8
Energy economics
8
International journal of forecasting
8
International review of economics & finance : IREF
7
Journal of econometrics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Annals of financial economics
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The South African journal of economics
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Journal of economic surveys
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
Computational economics
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
International journal of finance & economics : IJFE
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 econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial markets
3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
The review of financial studies
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Journal of economic studies
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
Open economies review
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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ECONIS (ZBW)
241
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241
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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
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:
5
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:
6
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:
7
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:
8
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
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
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