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~person:"Acemoglu, Daron"
~person:"Afonso, António"
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"VAR-Modell"
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Börsenkurs
VAR-Modell
Theorie
332
Theory
332
Estimation
230
Schätzung
230
United States
208
USA
207
Forecasting model
178
Prognoseverfahren
178
Welt
165
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165
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160
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160
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156
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76
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74
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73
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68
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171
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Acemoglu, Daron
Afonso, António
Gupta, Rangan
Caporale, Guglielmo Maria
68
Pesaran, M. Hashem
48
Lux, Thomas
46
Mumtaz, Haroon
45
Pierdzioch, Christian
42
Allen, David E.
41
Wohar, Mark E.
40
Tiwari, Aviral Kumar
37
Gil-Alaña, Luis A.
36
Theodoridis, Konstantinos
36
Jusélius, Katarina
35
McAleer, Michael
35
Timmermann, Allan
35
Balcilar, Mehmet
33
Narayan, Paresh Kumar
33
Bohl, Martin T.
32
Huber, Florian
32
Ryu, Doojin
30
Gambetti, Luca
29
Johansen, Søren
29
Neuenkirch, Matthias
29
Lütkepohl, Helmut
27
Nielsen, Morten Ørregaard
27
Stulz, René M.
27
Weber, Enzo
27
McMillan, David G.
26
Minford, Patrick
26
Plastun, Alex
26
Salisu, Afees A.
26
Bouri, Elie
25
Canova, Fabio
25
Groenewold, Nicolaas
24
Kang, Wensheng
24
Kim, Hyeongwoo
24
Koop, Gary
24
Marcellino, Massimiliano
24
Ratti, Ronald A.
24
Benati, Luca
23
Carriero, Andrea
21
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Department of Economics working paper series
44
The North American journal of economics and finance : a journal of financial economics studies
14
Energy economics
13
Applied economics
11
Working papers / University of Connecticut, Department of Economics
8
Economics letters
6
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics letters
4
Defence and peace economics
4
International journal of finance & economics : IJFE
4
Working papers
4
Economics : the open-access, open-assessment e-journal
3
Economics : the open-access, open-assessment journal
3
Working paper series / European Central Bank
3
Working papers / School of Economics and Management, Technical University of Lisbon, Department of Economics
3
Economic modelling
2
Economics and Business Letters : EBL
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance
2
The journal of real estate finance and economics
2
Applied financial economics
1
CREATES research paper
1
Cardiff economics working papers
1
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1
Economia internazionale
1
Economics & finance notes
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Economics, management and financial markets
1
Empirical Economics, Forthcoming
1
ISEG Economics Department Working Paper
1
Journal of applied economics
1
Journal of business economics and management
1
Journal of forecasting
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
Studies in economics and finance
1
The South African journal of economics
1
The quarterly review of economics and finance
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ECONIS (ZBW)
171
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171
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
Saved in:
3
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
4
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10003951827
Saved in:
5
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
6
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:
7
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
8
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
9
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:
10
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
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