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~language:"eng"
~person:"Gupta, Rangan"
~person:"Narayan, Paresh Kumar"
~person:"Zaremba, Adam"
~subject:"Prognoseverfahren"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
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Prognoseverfahren
VAR model
Estimation
316
Schätzung
316
Capital income
283
Kapitaleinkommen
283
Forecasting model
270
Börsenkurs
256
Share price
256
Volatility
202
Volatilität
202
Stock market
177
Aktienmarkt
176
Welt
154
World
154
USA
147
United States
147
Theorie
121
Theory
121
Risk
114
Risiko
112
South Africa
105
Südafrika
105
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99
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99
Cointegration
84
Kointegration
84
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82
Kausalanalyse
82
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82
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82
VAR-Modell
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Immobilienpreis
73
Real estate price
73
Impact assessment
71
Wirkungsanalyse
71
Economic growth
70
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70
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66
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Article
328
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Article in journal
Aufsatz im Buch
Government document
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328
Arbeitspapier
84
Working Paper
84
Graue Literatur
83
Non-commercial literature
83
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1
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English
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Gupta, Rangan
Narayan, Paresh Kumar
Zaremba, Adam
Ma, Feng
99
Pierdzioch, Christian
89
Clements, Michael P.
77
Franses, Philip Hans
67
Marcellino, Massimiliano
66
Wang, Yudong
66
Wohar, Mark E.
64
Zhang, Yaojie
63
Baghestani, Hamid
59
Timmermann, Allan
59
Fildes, Robert
58
McMillan, David G.
57
Lütkepohl, Helmut
54
Salisu, Afees A.
50
Pesaran, M. Hashem
49
Wang, Shouyang
48
Hendry, David F.
47
Stekler, Herman O.
47
Petropoulos, Fotios
44
Balcilar, Mehmet
42
Goodwin, Paul
42
Koop, Gary
42
Nikolopoulos, Konstantinos
42
Song, Haiyan
41
Kapetanios, George
40
Liang, Chao
40
Diebold, Francis X.
39
Hyndman, Rob J.
39
Swanson, Norman R.
39
Österholm, Pär
39
Kilian, Lutz
38
Ruelke, Jan-Christoph
38
Taylor, James W.
37
Bouri, Elie
36
Bratu, Mihaela
36
Lahiri, Kajal
36
Kim, So-yŏng
35
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Finance research letters
23
Applied economics
18
Energy economics
18
Journal of forecasting
15
Journal of international financial markets, institutions & money
14
Economic modelling
12
International review of financial analysis
12
Pacific-Basin finance journal
10
The North American journal of economics and finance : a journal of financial economics studies
10
Emerging markets review
9
International review of economics & finance : IREF
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The South African journal of economics
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
The journal of real estate finance and economics
6
Journal of banking & finance
5
Research in international business and finance
5
Annals of financial economics
4
Economic research
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Financial innovation : FIN
4
International journal of finance & economics : IJFE
4
International journal of forecasting
4
Journal of financial markets
4
Computational economics
3
Defence and peace economics
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 economic studies
3
Journal of empirical finance
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
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
2
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ECONIS (ZBW)
329
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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
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:
8
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:
9
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:
10
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:
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