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~language:"eng"
~person:"Gupta, Rangan"
~person:"Marcellino, Massimiliano"
~person:"Narayan, Paresh Kumar"
~person:"Zaremba, Adam"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
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Prognoseverfahren
Estimation
337
Schätzung
337
Forecasting model
324
Capital income
283
Kapitaleinkommen
283
Börsenkurs
255
Share price
255
Volatility
209
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174
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Gupta, Rangan
Marcellino, Massimiliano
Narayan, Paresh Kumar
Zaremba, Adam
Ma, Feng
98
Pierdzioch, Christian
86
Clements, Michael P.
77
Franses, Philip Hans
66
Wang, Yudong
60
Zhang, Yaojie
60
Timmermann, Allan
59
Baghestani, Hamid
58
Fildes, Robert
58
McMillan, David G.
53
Stekler, Herman O.
47
Wohar, Mark E.
47
Hendry, David F.
46
Petropoulos, Fotios
44
Wang, Shouyang
43
Goodwin, Paul
42
Nikolopoulos, Konstantinos
41
Song, Haiyan
41
Liang, Chao
40
Hyndman, Rob J.
39
Swanson, Norman R.
39
Diebold, Francis X.
38
Ruelke, Jan-Christoph
38
Salisu, Afees A.
37
Taylor, James W.
37
Lahiri, Kajal
36
Bratu, Mihaela
35
Kourentzes, Nikolaos
34
Kapetanios, George
32
Bouri, Elie
31
Rossi, Barbara
31
Armstrong, Jon Scott
30
Balcilar, Mehmet
30
Clark, Todd E.
30
Ghysels, Eric
29
Koop, Gary
29
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Journal of forecasting
22
Finance research letters
20
International journal of forecasting
19
Applied economics
18
Journal of international financial markets, institutions & money
12
Economic modelling
11
Energy economics
11
International review of financial analysis
11
Journal of applied econometrics
9
Pacific-Basin finance journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
Emerging markets review
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of economics & finance : IREF
6
Journal of banking & finance
6
Oxford bulletin of economics and statistics
5
The South African journal of economics
5
Annals of financial economics
4
Economic research
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
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Financial innovation : FIN
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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4
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Applied economics letters
3
Computational economics
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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 economic dynamics & control
3
Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Applied financial economics
2
Economics and Business Letters : EBL
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ECONIS (ZBW)
324
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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
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
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:
4
Cryptocurrency anomalies and economic constraints
Fieberg, Christian
;
Liedtke, Gerrit
;
Zaremba, Adam
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543917
Saved in:
5
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
6
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:
7
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:
8
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:
9
Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret
;
Shahzad, Syed Jawad Hussain
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014543950
Saved in:
10
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:
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