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~language:"eng"
~person:"Kilian, Lutz"
~person:"Lux, Thomas"
~person:"Salisu, Afees A."
~subject:"Business network"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Business network
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Kilian, Lutz
Lux, Thomas
Salisu, Afees A.
Gupta, Rangan
350
McAleer, Michael
245
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218
Härdle, Wolfgang
212
Marcellino, Massimiliano
211
Phillips, Peter C. B.
208
Pesaran, M. Hashem
204
Caporale, Guglielmo Maria
171
Timmermann, Allan
160
Linton, Oliver
150
Pierdzioch, Christian
148
Kapetanios, George
132
Diebold, Francis X.
131
Koopman, Siem Jan
122
Gao, Jiti
120
Hyndman, Rob J.
118
Ravazzolo, Francesco
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Clark, Todd E.
105
Ma, Feng
105
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104
Lütkepohl, Helmut
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Swanson, Norman R.
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Koop, Gary
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Newey, Whitney K.
95
Chernozhukov, Victor
93
Rossi, Barbara
93
Wohar, Mark E.
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Dijk, Dick van
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Hendry, David F.
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Narayan, Paresh Kumar
90
Dijk, Herman K. van
89
Gil-Alaña, Luis A.
89
Baltagi, Badi H.
87
Imbens, Guido
85
McMillan, David G.
84
Ghysels, Eric
83
Hautsch, Nikolaus
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Workshop on Network Approaches to Interbank Markets <2013, Castellón de la Plana>
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ECONIS (ZBW)
263
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1
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263
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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
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
4
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:
5
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:
6
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:
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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