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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
~type_genre:"Statistik"
~type_genre:"Working Paper"
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Estimation
Forecasting model
258
Prognoseverfahren
258
Schätzung
237
Volatility
220
Volatilität
220
United States
183
USA
182
Börsenkurs
166
Share price
166
Capital income
155
Kapitaleinkommen
155
Risiko
128
Risk
128
Theorie
124
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124
Aktienmarkt
122
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122
Welt
122
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122
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107
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107
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102
Zeitreihenanalyse
102
Immobilienpreis
92
Real estate price
92
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89
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89
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74
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74
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73
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73
ARCH model
72
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72
Inflation
69
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64
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63
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61
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61
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Gupta, Rangan
Caporale, Guglielmo Maria
278
Gil-Alaña, Luis A.
261
Belke, Ansgar
213
Wagner, Joachim
180
Bahmani-Oskooee, Mohsen
157
Schneider, Friedrich
132
McAleer, Michael
129
Pesaran, M. Hashem
123
Egger, Peter
106
Berg, Gerard J. van den
105
Buch, Claudia M.
105
Pierdzioch, Christian
100
Addison, John T.
99
Chang, Tsangyao
99
Ours, Jan C. van
98
Rycx, François
97
Schnabel, Claus
96
Heckman, James J.
95
Marcellino, Massimiliano
93
Nunnenkamp, Peter
93
Wohar, Mark E.
88
Herwartz, Helmut
87
Narayan, Paresh Kumar
87
Woessmann, Ludger
87
Cheung, Yin-Wong
86
Riphahn, Regina T.
86
Tiwari, Aviral Kumar
84
Winter-Ebmer, Rudolf
84
Rose, Andrew
83
Lechner, Michael
81
Blundell, Richard W.
80
Görg, Holger
80
Afonso, António
79
Apergēs, Nikolaos
79
Härdle, Wolfgang
79
Bauer, Thomas K.
78
Van Reenen, John
76
MacDonald, Ronald
73
Puhani, Patrick A.
73
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Department of Economics working paper series
39
Working papers / University of Connecticut, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
11
Applied economics
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Economic modelling
5
International review of economics & finance : IREF
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
Defence and peace economics
2
Economics, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Open economies review
2
Annals of financial economics
1
Applied financial economics
1
CESifo working papers
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ECONIS (ZBW)
237
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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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
5
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
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 gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
9
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
10
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
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