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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Forecasting model
Zeitreihenanalyse
Prognoseverfahren
189
Estimation
174
Schätzung
174
Volatility
154
Volatilität
154
USA
126
United States
126
Capital income
120
Kapitaleinkommen
120
Börsenkurs
118
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118
South Africa
103
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103
Theorie
94
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94
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93
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93
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87
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87
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80
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79
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74
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57
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54
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53
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48
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48
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46
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46
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42
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233
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79
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Gupta, Rangan
Gil-Alaña, Luis A.
176
Franses, Philip Hans
117
Ma, Feng
97
Phillips, Peter C. B.
93
Pierdzioch, Christian
84
Clements, Michael P.
74
Taylor, Robert
65
Caporale, Guglielmo Maria
64
McMillan, David G.
63
Baghestani, Hamid
62
Wang, Yudong
62
Wohar, Mark E.
61
Marcellino, Massimiliano
60
Leybourne, Stephen James
59
Zhang, Yaojie
59
Fildes, Robert
58
Timmermann, Allan
58
McAleer, Michael
56
Hendry, David F.
55
Moosa, Imad A.
55
Tiwari, Aviral Kumar
55
Koopman, Siem Jan
54
Narayan, Paresh Kumar
50
Koop, Gary
48
Perron, Pierre
48
Wang, Shouyang
48
Stekler, Herman O.
46
Teräsvirta, Timo
46
Granger, C. W. J.
45
Kapetanios, George
45
Swanson, Norman R.
44
Diebold, Francis X.
43
Ghysels, Eric
43
Pesaran, M. Hashem
43
Petropoulos, Fotios
43
Balcilar, Mehmet
42
Chang, Tsangyao
42
Harvey, Andrew C.
42
Harvey, David I.
42
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Applied economics
21
Finance research letters
16
Journal of forecasting
15
Energy economics
12
Economic modelling
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The North American journal of economics and finance : a journal of financial economics studies
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International review of economics & finance : IREF
6
The journal of real estate finance and economics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The South African journal of economics
5
Annals of financial economics
4
Applied economics letters
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Applied financial economics
3
Computational economics
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of financial markets
3
Research in international business and finance
3
The European journal of finance
3
Economia internazionale
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Journal of economic studies
2
Journal of emerging market finance
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Journal of macroeconomics
2
Open economies review
2
The journal of developing areas
2
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ECONIS (ZBW)
233
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233
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
9
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:
10
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:
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