//--> //--> //--> //-->
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:"Gupta, Rangan"
~person:"Koop, Gary"
~person:"Law, Rob"
~person:"McAleer, Michael"
~subject:"Time series analysis"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Forecasting model
247
Prognoseverfahren
247
Estimation
240
Schätzung
239
Volatility
234
Volatilität
234
Theorie
232
Theory
232
USA
173
United States
173
Zeitreihenanalyse
153
Börsenkurs
146
Share price
146
Capital income
143
Kapitaleinkommen
143
VAR model
110
VAR-Modell
110
Welt
110
World
110
Risk
108
Risiko
107
South Africa
104
Südafrika
104
Aktienmarkt
97
Stock market
97
ARCH model
92
ARCH-Modell
92
Bayes-Statistik
84
Bayesian inference
84
Immobilienpreis
70
Real estate price
70
Oil price
67
Ölpreis
67
Causality analysis
65
Kausalanalyse
65
Schock
61
Shock
61
Estimation theory
60
Schätztheorie
60
more ...
less ...
Online availability
All
Undetermined
80
Free
11
Type of publication
All
Article
150
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
153
Arbeitspapier
149
Working Paper
149
Graue Literatur
146
Non-commercial literature
146
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Einführung
1
Festschrift
1
Konferenzschrift
1
Lehrbuch
1
Reprint
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Gupta, Rangan
Koop, Gary
Law, Rob
McAleer, Michael
Gil-Alaña, Luis A.
178
Phillips, Peter C. B.
87
Franses, Philip Hans
75
Caporale, Guglielmo Maria
61
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
43
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Chang, Tsangyao
41
Lütkepohl, Helmut
35
Harvey, David I.
33
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Hassler, Uwe
28
Hong, Yongmiao
27
Ghysels, Eric
26
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Bahmani-Oskooee, Mohsen
25
Hyndman, Rob J.
25
Kapetanios, George
25
Linton, Oliver
25
Robinson, Peter M.
25
Herwartz, Helmut
24
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Gao, Jiti
23
Johansen, Søren
23
Lucas, André
23
Xiao, Zhijie
23
more ...
less ...
Published in...
All
Applied economics
16
Journal of econometrics
14
Energy economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of applied econometrics
5
Journal of economic surveys
5
Journal of forecasting
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Computational economics
4
Econometric reviews
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of forecasting
4
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
3
Applied economics letters
2
Applied financial economics
2
Econometrics : open access journal
2
Economic modelling
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of empirical finance
2
Risks : open access journal
2
The econometrics journal
2
The journal of developing areas
2
The journal of international trade & economic development
2
The journal of real estate finance and economics
2
Economia : revista da ANPEC
1
Economia internazionale
1
Economics : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
European economic review : EER
1
Financial innovation : FIN
1
Foundations and trends in econometrics
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
more ...
less ...
Source
All
ECONIS (ZBW)
153
Showing
1
-
10
of
153
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
3
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
4
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:
5
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:
6
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:
7
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
8
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:
9
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
10
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
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...
//-->