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~language:"eng"
~person:"Kilian, Lutz"
~person:"Lux, Thomas"
~person:"Rossi, Barbara"
~person:"Salisu, Afees A."
~subject:"Business network"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Kilian, Lutz
Lux, Thomas
Rossi, Barbara
Salisu, Afees A.
Gupta, Rangan
346
Marcellino, Massimiliano
184
Franses, Philip Hans
165
McAleer, Michael
160
Timmermann, Allan
153
Caporale, Guglielmo Maria
151
Pierdzioch, Christian
148
Ravazzolo, Francesco
110
Hyndman, Rob J.
106
Pesaran, M. Hashem
106
Ma, Feng
105
Clark, Todd E.
102
Clements, Michael P.
102
Diebold, Francis X.
100
Wohar, Mark E.
91
Narayan, Paresh Kumar
89
Koopman, Siem Jan
85
McMillan, David G.
84
Dijk, Dick van
82
Gil-Alaña, Luis A.
82
Härdle, Wolfgang
82
Kapetanios, George
82
Zaremba, Adam
80
McCracken, Michael W.
74
Hautsch, Nikolaus
73
Koop, Gary
73
Giannone, Domenico
70
Stulz, René M.
69
Swanson, Norman R.
69
Wang, Yudong
67
Dijk, Herman K. van
66
Bouri, Elie
64
Fildes, Robert
64
Hendry, David F.
64
Bollerslev, Tim
63
Balcilar, Mehmet
62
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Workshop on Network Approaches to Interbank Markets <2013, Castellón de la Plana>
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3
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Global finance journal
3
Journal of economic literature
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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3
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2
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2
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
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International economic review
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
289
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1
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289
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1
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
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:
4
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
6
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
9
Geopolitical risk and global financial cycle : some forecasting experiments
Salisu, Afees A.
;
Omoke, Philip Chimobi
;
Sikiru, …
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10013465757
Saved in:
10
How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz
-
2023
Persistent link: https://www.econbiz.de/10014382788
Saved in:
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